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JP Morgan Put 13.5 GZF 21.06.2024/  DE000JB16RA4  /

EUWAX
18/06/2024  12:58:12 Chg.-0.010 Bid21:14:32 Ask21:14:32 Underlying Strike price Expiration date Option type
0.430EUR -2.27% 0.270
Bid Size: 3,000		 0.320
Ask Size: 3,000		 ENGIE S.A. INH. ... 13.50 EUR 21/06/2024 Put
 

Master data

WKN: JB16RA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Put
Strike price: 13.50 EUR
Maturity: 21/06/2024
Issue date: 05/09/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -24.45
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.30
Implied volatility: 0.78
Historic volatility: 0.17
Parity: 0.30
Time value: 0.25
Break-even: 12.96
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 8.36
Spread abs.: 0.20
Spread %: 58.82%
Delta: -0.61
Theta: -0.06
Omega: -14.85
Rho: 0.00
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1333.33%
1 Month  
+1553.85%
3 Months  
+38.71%
YTD  
+16.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.030
1M High / 1M Low: 0.530 0.005
6M High / 6M Low: 0.930 0.005
High (YTD): 12/02/2024 0.930
Low (YTD): 06/06/2024 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.221
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,875.17%
Volatility 6M:   1,164.59%
Volatility 1Y:   -
Volatility 3Y:   -