JP Morgan Put 75 NET 17.05.2024
/ DE000JB8C5Z9
JP Morgan Put 75 NET 17.05.2024/ DE000JB8C5Z9 /
| 2024-05-13 1:09:47 PM |
Chg.+0.060 |
Bid8:24:54 PM |
Ask8:24:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+27.27% |
0.220
Bid Size: 75,000 |
0.230
Ask Size: 75,000 |
Cloudflare Inc |
75.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB8C5Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-24 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.51 |
| Parity: |
0.29 |
| Time value: |
0.06 |
| Break-even: |
66.14 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
-0.73 |
| Theta: |
-0.17 |
| Omega: |
-13.98 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+64.71% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.220 |
| 1M High / 1M Low: |
0.360 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
0.810 |
| Low (YTD): |
2024-04-10 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
483.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
