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JP Morgan Put 110 SY1 21.06.2024/  DE000JL26Z64  /

EUWAX
2024-05-30  11:16:12 AM Chg.-0.050 Bid11:56:52 AM Ask11:56:52 AM Underlying Strike price Expiration date Option type
0.310EUR -13.89% 0.320
Bid Size: 75,000		 0.330
Ask Size: 75,000		 SYMRISE AG INH. O.N. 110.00 - 2024-06-21 Put
 

Master data

WKN: JL26Z6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.56
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.25
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.25
Time value: 0.14
Break-even: 106.10
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 8.33%
Delta: -0.62
Theta: -0.05
Omega: -17.16
Rho: -0.04
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.64%
1 Month
  -70.19%
3 Months
  -80.75%
YTD
  -74.80%
1 Year
  -79.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.290
1M High / 1M Low: 1.050 0.290
6M High / 6M Low: 1.830 0.290
High (YTD): 2024-01-23 1.830
Low (YTD): 2024-05-28 0.290
52W High: 2023-08-18 2.320
52W Low: 2024-05-28 0.290
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   1.051
Avg. volume 6M:   0.000
Avg. price 1Y:   1.450
Avg. volume 1Y:   3.281
Volatility 1M:   235.77%
Volatility 6M:   178.43%
Volatility 1Y:   138.75%
Volatility 3Y:   -