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JP Morgan Put 13.5 GZF 21.06.2024/  DE000JB16RA4  /

EUWAX
2024-06-19  8:10:56 AM Chg.-0.160 Bid4:24:25 PM Ask4:24:25 PM Underlying Strike price Expiration date Option type
0.270EUR -37.21% 0.360
Bid Size: 30,000		 0.410
Ask Size: 30,000		 ENGIE S.A. INH. ... 13.50 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-09-05
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -41.56
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.20
Implied volatility: 0.52
Historic volatility: 0.17
Parity: 0.20
Time value: 0.12
Break-even: 13.18
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 4.15
Spread abs.: 0.05
Spread %: 18.52%
Delta: -0.64
Theta: -0.05
Omega: -26.65
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+474.47%
1 Month  
+938.46%
3 Months
  -18.18%
YTD
  -27.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.047
1M High / 1M Low: 0.530 0.005
6M High / 6M Low: 0.930 0.005
High (YTD): 2024-02-12 0.930
Low (YTD): 2024-06-06 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.301
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,808.93%
Volatility 6M:   1,164.63%
Volatility 1Y:   -
Volatility 3Y:   -