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JP Morgan Put 18 WBA 19.07.2024/  DE000JB8NHS0  /

EUWAX
2024-06-17  11:12:08 AM Chg.-0.010 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.250
Bid Size: 25,000		 0.260
Ask Size: 25,000		 Walgreens Boots Alli... 18.00 USD 2024-07-19 Put
 

Master data

WKN: JB8NHS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 18.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-14
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.59
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 0.63
Historic volatility: 0.36
Parity: 0.23
Time value: 0.03
Break-even: 14.22
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.75
Theta: -0.01
Omega: -4.20
Rho: -0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+150.00%
3 Months  
+194.12%
YTD  
+354.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.300 0.100
6M High / 6M Low: 0.300 0.045
High (YTD): 2024-05-30 0.300
Low (YTD): 2024-01-10 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.93%
Volatility 6M:   204.59%
Volatility 1Y:   -
Volatility 3Y:   -