JP Morgan Put 75 BABA 20.09.2024
/ DE000JB53AF2
JP Morgan Put 75 BABA 20.09.2024/ DE000JB53AF2 /
| 2024-05-03 8:22:59 AM |
Chg.-0.060 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Alibaba Group Holdin... |
75.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB53AF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.50 |
| Time value: |
0.42 |
| Break-even: |
65.70 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
-0.32 |
| Theta: |
-0.02 |
| Omega: |
-5.69 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-42.03% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-43.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.400 |
| 1M High / 1M Low: |
0.920 |
0.400 |
| 6M High / 6M Low: |
1.110 |
0.400 |
| High (YTD): |
2024-01-19 |
1.110 |
| Low (YTD): |
2024-05-03 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.475 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.768 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.03% |
| Volatility 6M: |
|
136.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
