JP Morgan Put 74 SHOP 20.09.2024
/ DE000JB7CAA8
JP Morgan Put 74 SHOP 20.09.2024/ DE000JB7CAA8 /
| 2024-06-07 8:28:35 AM |
Chg.-0.08 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-5.93% |
-
Bid Size: - |
-
Ask Size: - |
Shopify Inc |
74.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB7CAA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Shopify Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.47 |
| Parity: |
1.15 |
| Time value: |
0.05 |
| Break-even: |
56.47 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-3.71 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.11% |
| 1 Month |
|
|
+89.55% |
| 3 Months |
|
|
+42.70% |
| YTD |
|
|
+41.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.27 |
| 1M High / 1M Low: |
1.64 |
0.67 |
| 6M High / 6M Low: |
1.64 |
0.65 |
| High (YTD): |
2024-05-28 |
1.64 |
| Low (YTD): |
2024-02-12 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.86% |
| Volatility 6M: |
|
172.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
