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JP Morgan Put 20 S 19.07.2024/  DE000JK8GRP8  /

EUWAX
2024-05-24  9:22:55 AM Chg.- Bid9:52:50 AM Ask9:52:50 AM Underlying Strike price Expiration date Option type
0.140EUR - 0.140
Bid Size: 10,000		 0.160
Ask Size: 10,000		 SentinelOne Inc 20.00 USD 2024-07-19 Put
 

Master data

WKN: JK8GRP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SentinelOne Inc
Type: Warrant
Option type: Put
Strike price: 20.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-02
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.46
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.59
Parity: -0.15
Time value: 0.16
Break-even: 16.84
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 1.70
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.33
Theta: -0.02
Omega: -4.17
Rho: -0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -