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JP Morgan Put 11 GZF 21.06.2024/  DE000JL1ZVF5  /

EUWAX
6/4/2024  11:22:20 AM Chg.-0.006 Bid3:43:50 PM Ask3:43:50 PM Underlying Strike price Expiration date Option type
0.006EUR -50.00% 0.006
Bid Size: 7,500		 0.026
Ask Size: 7,500		 ENGIE S.A. INH. ... 11.00 - 6/21/2024 Put
 

Master data

WKN: JL1ZVF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Put
Strike price: 11.00 -
Maturity: 6/21/2024
Issue date: 5/2/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -30.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.80
Historic volatility: 0.16
Parity: -4.53
Time value: 0.51
Break-even: 10.49
Moneyness: 0.71
Premium: 0.32
Premium p.a.: 0.00
Spread abs.: 0.50
Spread %: 5,000.00%
Delta: -0.14
Theta: -0.04
Omega: -4.22
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -53.85%
3 Months
  -92.00%
YTD
  -93.18%
1 Year
  -98.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.010
1M High / 1M Low: 0.013 0.008
6M High / 6M Low: 0.160 0.008
High (YTD): 2/9/2024 0.160
Low (YTD): 5/20/2024 0.008
52W High: 6/6/2023 0.520
52W Low: 5/20/2024 0.008
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   0.000
Volatility 1M:   272.82%
Volatility 6M:   213.65%
Volatility 1Y:   172.81%
Volatility 3Y:   -