JP Morgan Put 86 BABA 21.06.2024
/ DE000JB1VMG3
JP Morgan Put 86 BABA 21.06.2024/ DE000JB1VMG3 /
| 2024-05-03 8:18:30 AM |
Chg.-0.190 |
Bid5:01:31 PM |
Ask5:01:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-21.35% |
0.680
Bid Size: 150,000 |
0.690
Ask Size: 150,000 |
Alibaba Group Holdin... |
86.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB1VMG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
86.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.53 |
| Time value: |
0.21 |
| Break-even: |
72.75 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.64 |
| Theta: |
-0.04 |
| Omega: |
-6.45 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.53% |
| 1 Month |
|
|
-46.15% |
| 3 Months |
|
|
-49.28% |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.890 |
| 1M High / 1M Low: |
1.700 |
0.890 |
| 6M High / 6M Low: |
1.780 |
0.750 |
| High (YTD): |
2024-01-19 |
1.780 |
| Low (YTD): |
2024-05-02 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.68% |
| Volatility 6M: |
|
140.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
