JP Morgan Put 84 BNR 20.12.2024
/ DE000JB93MD8
JP Morgan Put 84 BNR 20.12.2024/ DE000JB93MD8 /
| 2024-05-17 6:28:14 PM |
Chg.+0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+3.11% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
84.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB93MD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
1.43 |
| Time value: |
0.27 |
| Break-even: |
67.00 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.41% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-2.63 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.64 |
| High: |
1.70 |
| Low: |
1.56 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.68% |
| 1 Month |
|
|
+41.88% |
| 3 Months |
|
|
+80.43% |
| YTD |
|
|
+107.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
0.98 |
| 1M High / 1M Low: |
1.66 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
1.66 |
| Low (YTD): |
2024-03-06 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
