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JP Morgan Put 115 SND 20.12.2024/  DE000JB46QU1  /

EUWAX
17/06/2024  09:05:15 Chg.+0.017 Bid09:39:50 Ask09:39:50 Underlying Strike price Expiration date Option type
0.110EUR +18.28% 0.110
Bid Size: 20,000		 0.130
Ask Size: 20,000		 SCHNEIDER ELEC. INH.... 115.00 EUR 20/12/2024 Put
 

Master data

WKN: JB46QU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 115.00 EUR
Maturity: 20/12/2024
Issue date: 10/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -27.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.22
Parity: -10.62
Time value: 0.81
Break-even: 106.90
Moneyness: 0.52
Premium: 0.52
Premium p.a.: 1.26
Spread abs.: 0.70
Spread %: 636.36%
Delta: -0.09
Theta: -0.06
Omega: -2.42
Rho: -0.14
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.093
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.95%
1 Month  
+100.00%
3 Months  
+41.03%
YTD
  -54.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.083
1M High / 1M Low: 0.093 0.049
6M High / 6M Low: 0.300 0.048
High (YTD): 05/01/2024 0.300
Low (YTD): 16/05/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.35%
Volatility 6M:   115.47%
Volatility 1Y:   -
Volatility 3Y:   -