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JP Morgan Put 1000 MTD 20.12.2024/  DE000JB2CAF8  /

EUWAX
2024-06-14  8:56:58 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,000.00 USD 2024-12-20 Put
 

Master data

WKN: JB2CAF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Put
Strike price: 1,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-12
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -12.99
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.29
Parity: -4.25
Time value: 1.05
Break-even: 829.53
Moneyness: 0.69
Premium: 0.39
Premium p.a.: 0.89
Spread abs.: 0.93
Spread %: 833.33%
Delta: -0.17
Theta: -0.53
Omega: -2.23
Rho: -1.74
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -16.67%
3 Months
  -71.43%
YTD
  -82.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.780 0.100
High (YTD): 2024-01-05 0.780
Low (YTD): 2024-06-14 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.53%
Volatility 6M:   135.11%
Volatility 1Y:   -
Volatility 3Y:   -