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JP Morgan Put 155 AXP 20.09.2024/  DE000JB36GR9  /

EUWAX
15/05/2024  11:44:09 Chg.-0.004 Bid16:38:46 Ask16:38:46 Underlying Strike price Expiration date Option type
0.018EUR -18.18% 0.020
Bid Size: 10,000		 0.090
Ask Size: 10,000		 American Express Com... 155.00 USD 20/09/2024 Put
 

Master data

WKN: JB36GR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Put
Strike price: 155.00 USD
Maturity: 20/09/2024
Issue date: 13/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -75.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.20
Parity: -8.00
Time value: 0.30
Break-even: 140.37
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 1.46
Spread abs.: 0.28
Spread %: 1,500.00%
Delta: -0.07
Theta: -0.04
Omega: -5.44
Rho: -0.07
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.022
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -83.64%
3 Months
  -87.14%
YTD
  -95.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.019
1M High / 1M Low: 0.110 0.019
6M High / 6M Low: 0.970 0.019
High (YTD): 18/01/2024 0.470
Low (YTD): 13/05/2024 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.44%
Volatility 6M:   161.98%
Volatility 1Y:   -
Volatility 3Y:   -