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JP Morgan Put 105 SY1 21.06.2024/  DE000JL0S7L4  /

EUWAX
2024-05-30  2:13:57 PM Chg.-0.010 Bid4:18:18 PM Ask4:18:18 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.084
Bid Size: 75,000		 0.094
Ask Size: 75,000		 SYMRISE AG INH. O.N. 105.00 - 2024-06-21 Put
 

Master data

WKN: JL0S7L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-04-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -71.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.25
Time value: 0.15
Break-even: 103.50
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.83
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.33
Theta: -0.05
Omega: -23.55
Rho: -0.02
 

Quote data

Open: 0.099
High: 0.110
Low: 0.099
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.17%
1 Month
  -82.26%
3 Months
  -90.91%
YTD
  -87.91%
1 Year
  -91.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.097
1M High / 1M Low: 0.630 0.097
6M High / 6M Low: 1.390 0.097
High (YTD): 2024-01-23 1.390
Low (YTD): 2024-05-28 0.097
52W High: 2023-08-21 1.920
52W Low: 2024-05-28 0.097
Avg. price 1W:   0.171
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   0.720
Avg. volume 6M:   0.000
Avg. price 1Y:   1.106
Avg. volume 1Y:   0.000
Volatility 1M:   280.31%
Volatility 6M:   207.06%
Volatility 1Y:   158.90%
Volatility 3Y:   -