JP Morgan Put 95 MMM 21.06.2024
/ DE000JS9J4N4
JP Morgan Put 95 MMM 21.06.2024/ DE000JS9J4N4 /
| 2024-03-27 10:23:22 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
3M CO. D... |
95.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JS9J4N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
3M CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-22 |
| Last trading day: |
2024-03-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
0.95 |
| Time value: |
-0.74 |
| Break-even: |
92.90 |
| Moneyness: |
1.11 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.45 |
| Spread abs.: |
0.07 |
| Spread %: |
50.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.160 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-65.96% |
| YTD |
|
|
-30.43% |
| 1 Year |
|
|
-80.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.160 |
0.160 |
| 6M High / 6M Low: |
1.160 |
0.087 |
| High (YTD): |
2024-02-20 |
0.650 |
| Low (YTD): |
2024-03-21 |
0.087 |
| 52W High: |
2023-10-23 |
1.300 |
| 52W Low: |
2024-03-21 |
0.087 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.624 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
290.26% |
| Volatility 1Y: |
|
221.52% |
| Volatility 3Y: |
|
- |
