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JP Morgan Put 220 ADP 21.06.2024/  DE000JS9GRF9  /

EUWAX
2024-06-17  10:39:43 AM Chg.-0.004 Bid8:02:54 PM Ask8:02:54 PM Underlying Strike price Expiration date Option type
0.008EUR -33.33% 0.014
Bid Size: 7,500		 0.054
Ask Size: 7,500		 AUTOM. DATA PROC. DL... 220.00 - 2024-06-21 Put
 

Master data

WKN: JS9GRF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -365.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -0.67
Time value: 0.06
Break-even: 219.38
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 17.11
Spread abs.: 0.05
Spread %: 416.67%
Delta: -0.16
Theta: -0.21
Omega: -59.47
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -83.33%
3 Months
  -98.05%
YTD
  -99.27%
1 Year
  -99.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.011
1M High / 1M Low: 0.110 0.011
6M High / 6M Low: 1.260 0.011
High (YTD): 2024-01-02 1.090
Low (YTD): 2024-06-13 0.011
52W High: 2023-11-01 2.260
52W Low: 2024-06-13 0.011
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.434
Avg. volume 6M:   0.000
Avg. price 1Y:   0.908
Avg. volume 1Y:   0.000
Volatility 1M:   653.81%
Volatility 6M:   316.26%
Volatility 1Y:   238.11%
Volatility 3Y:   -