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JP Morgan Put 24 FRE 20.12.2024/  DE000JS8KA71  /

EUWAX
6/24/2024  8:49:03 AM Chg.+0.002 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.068EUR +3.03% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 24.00 - 12/20/2024 Put
 

Master data

WKN: JS8KA7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 24.00 -
Maturity: 12/20/2024
Issue date: 3/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.99
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.41
Time value: 0.08
Break-even: 23.22
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 14.71%
Delta: -0.19
Theta: 0.00
Omega: -6.95
Rho: -0.03
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.64%
1 Month
  -8.11%
3 Months
  -64.21%
YTD
  -54.67%
1 Year
  -78.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.055
1M High / 1M Low: 0.068 0.047
6M High / 6M Low: 0.210 0.047
High (YTD): 2/12/2024 0.210
Low (YTD): 6/7/2024 0.047
52W High: 6/27/2023 0.350
52W Low: 6/7/2024 0.047
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   117.65%
Volatility 6M:   107.24%
Volatility 1Y:   99.00%
Volatility 3Y:   -