JP Morgan Put 15.5 GZF 21.06.2024/  DE000JK5Y0L8  /

EUWAX
2024-06-10  4:12:58 PM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.16EUR - -
Bid Size: -
-
Ask Size: -
ENGIE S.A. INH. ... 15.50 - 2024-06-21 Put
 

Master data

WKN: JK5Y0L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Put
Strike price: 15.50 -
Maturity: 2024-06-21
Issue date: 2024-03-13
Last trading day: 2024-06-11
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.15
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.23
Implied volatility: -
Historic volatility: 0.17
Parity: 2.23
Time value: -0.78
Break-even: 14.05
Moneyness: 1.17
Premium: -0.06
Premium p.a.: -0.97
Spread abs.: 0.50
Spread %: 52.63%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.08
High: 1.16
Low: 1.08
Previous Close: 0.32
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+262.50%
1 Month  
+346.15%
3 Months
  -20.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.16 1.16
1M High / 1M Low: 1.16 0.15
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   0.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,093.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -