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JP Morgan Put 125 SND 20.12.2024/  DE000JB46QW7  /

EUWAX
6/14/2024  11:57:03 AM Chg.+0.012 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.110EUR +12.24% -
Bid Size: -		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 125.00 EUR 12/20/2024 Put
 

Master data

WKN: JB46QW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 125.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.22
Parity: -9.62
Time value: 0.83
Break-even: 116.70
Moneyness: 0.57
Premium: 0.47
Premium p.a.: 1.12
Spread abs.: 0.70
Spread %: 538.46%
Delta: -0.10
Theta: -0.06
Omega: -2.66
Rho: -0.16
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+59.42%
3 Months  
+10.00%
YTD
  -65.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.098
1M High / 1M Low: 0.110 0.061
6M High / 6M Low: 0.400 0.059
High (YTD): 1/5/2024 0.400
Low (YTD): 5/16/2024 0.059
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.90%
Volatility 6M:   121.45%
Volatility 1Y:   -
Volatility 3Y:   -