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JP Morgan Put 150 SND 20.09.2024/  DE000JB799S8  /

EUWAX
2024-06-21  8:56:36 AM Chg.+0.001 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.093EUR +1.09% -
Bid Size: -		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 150.00 EUR 2024-09-20 Put
 

Master data

WKN: JB799S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.22
Parity: -7.65
Time value: 0.60
Break-even: 144.00
Moneyness: 0.66
Premium: 0.36
Premium p.a.: 2.52
Spread abs.: 0.50
Spread %: 500.00%
Delta: -0.11
Theta: -0.09
Omega: -4.16
Rho: -0.08
 

Quote data

Open: 0.093
High: 0.093
Low: 0.093
Previous Close: 0.092
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+52.46%
3 Months
  -33.57%
YTD
  -81.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.092
1M High / 1M Low: 0.110 0.057
6M High / 6M Low: 0.670 0.057
High (YTD): 2024-01-05 0.670
Low (YTD): 2024-05-27 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.89%
Volatility 6M:   156.59%
Volatility 1Y:   -
Volatility 3Y:   -