JP Morgan Put 76 NDA 20.12.2024
/ DE000JB3GDZ9
JP Morgan Put 76 NDA 20.12.2024/ DE000JB3GDZ9 /
| 2024-05-17 6:19:49 PM |
Chg.-0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
76.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB3GDZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
-0.27 |
| Time value: |
1.03 |
| Break-even: |
65.70 |
| Moneyness: |
0.97 |
| Premium: |
0.17 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.30 |
| Spread %: |
41.10% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-2.79 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.720 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-13.25% |
| 3 Months |
|
|
-59.09% |
| YTD |
|
|
-33.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.720 |
| 1M High / 1M Low: |
1.280 |
0.720 |
| 6M High / 6M Low: |
1.870 |
0.720 |
| High (YTD): |
2024-03-05 |
1.870 |
| Low (YTD): |
2024-05-17 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.45% |
| Volatility 6M: |
|
117.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
