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JP Morgan Put 220 ADP 16.08.2024/  DE000JB8EUF9  /

EUWAX
2024-06-07  12:47:14 PM Chg.-0.020 Bid3:53:45 PM Ask3:53:45 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.210
Bid Size: 25,000		 0.230
Ask Size: 25,000		 Automatic Data Proce... 220.00 USD 2024-08-16 Put
 

Master data

WKN: JB8EUF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -2.57
Time value: 0.27
Break-even: 199.29
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.85
Spread abs.: 0.03
Spread %: 12.50%
Delta: -0.16
Theta: -0.05
Omega: -13.27
Rho: -0.07
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -42.86%
3 Months
  -63.08%
YTD
  -81.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.250
1M High / 1M Low: 0.420 0.170
6M High / 6M Low: - -
High (YTD): 2024-01-02 1.320
Low (YTD): 2024-05-23 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -