JP Morgan Put 70 SHOP 19.07.2024
/ DE000JB6FNR0
JP Morgan Put 70 SHOP 19.07.2024/ DE000JB6FNR0 /
| 2024-06-07 2:35:28 PM |
Chg.-0.050 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-5.62% |
-
Bid Size: - |
-
Ask Size: - |
Shopify Inc |
70.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB6FNR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Shopify Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.46 |
| Parity: |
0.78 |
| Time value: |
0.05 |
| Break-even: |
55.97 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-5.52 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.770 |
| High: |
0.840 |
| Low: |
0.770 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
+170.97% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+44.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.840 |
| 1M High / 1M Low: |
1.210 |
0.310 |
| 6M High / 6M Low: |
1.210 |
0.310 |
| High (YTD): |
2024-05-28 |
1.210 |
| Low (YTD): |
2024-05-08 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.628 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
551.31% |
| Volatility 6M: |
|
273.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
