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JP Morgan Put 13 A1G 21.06.2024/  DE000JQ7BCJ0  /

EUWAX
2024-05-17  10:11:52 AM Chg.+0.002 Bid8:33:10 PM Ask8:33:10 PM Underlying Strike price Expiration date Option type
0.012EUR +20.00% 0.012
Bid Size: 400,000		 0.022
Ask Size: 400,000		 AMERICAN AIRLINES GR... 13.00 - 2024-06-21 Put
 

Master data

WKN: JQ7BCJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMERICAN AIRLINES GRP
Type: Warrant
Option type: Put
Strike price: 13.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.86
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.33
Parity: -0.06
Time value: 0.02
Break-even: 12.78
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 83.33%
Delta: -0.28
Theta: -0.01
Omega: -17.12
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -83.56%
3 Months
  -77.78%
YTD
  -86.81%
1 Year
  -92.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.010
1M High / 1M Low: 0.073 0.010
6M High / 6M Low: 0.160 0.010
High (YTD): 2024-01-17 0.120
Low (YTD): 2024-05-16 0.010
52W High: 2023-10-27 0.250
52W Low: 2024-05-16 0.010
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   16.129
Avg. price 1Y:   0.107
Avg. volume 1Y:   7.813
Volatility 1M:   260.15%
Volatility 6M:   247.33%
Volatility 1Y:   189.49%
Volatility 3Y:   -