JP Morgan Put 74 BNR 20.12.2024
/ DE000JB4DNL3
JP Morgan Put 74 BNR 20.12.2024/ DE000JB4DNL3 /
| 2024-05-23 5:21:16 PM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+3.23% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
74.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB4DNL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.26 |
| Break-even: |
65.20 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.04 |
| Spread %: |
-4.35% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-4.41 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.910 |
| High: |
0.960 |
| Low: |
0.910 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+182.35% |
| YTD |
|
|
+140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.760 |
| 1M High / 1M Low: |
0.930 |
0.430 |
| 6M High / 6M Low: |
0.930 |
0.270 |
| High (YTD): |
2024-05-22 |
0.930 |
| Low (YTD): |
2024-03-06 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.68% |
| Volatility 6M: |
|
127.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
