JP Morgan Put 78 BNR 21.06.2024
/ DE000JL3HT00
JP Morgan Put 78 BNR 21.06.2024/ DE000JL3HT00 /
2024-05-20 11:15:01 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.02EUR |
- |
- Bid Size: - |
- Ask Size: - |
BRENNTAG SE NA O.N. |
78.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JL3HT0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BRENNTAG SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
78.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-12 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.20 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
1.20 |
Time value: |
-0.19 |
Break-even: |
67.90 |
Moneyness: |
1.18 |
Premium: |
-0.03 |
Premium p.a.: |
-0.42 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.02 |
High: |
1.02 |
Low: |
1.02 |
Previous Close: |
1.01 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+96.15% |
3 Months |
|
|
+500.00% |
YTD |
|
|
+251.72% |
1 Year |
|
|
+0.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.02 |
0.32 |
6M High / 6M Low: |
1.02 |
0.17 |
High (YTD): |
2024-05-20 |
1.02 |
Low (YTD): |
2024-03-01 |
0.17 |
52W High: |
2023-07-19 |
1.30 |
52W Low: |
2024-03-01 |
0.17 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.70 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
677.49% |
Volatility 6M: |
|
257.29% |
Volatility 1Y: |
|
188.38% |
Volatility 3Y: |
|
- |