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JP Morgan Put 240 ADP 21.06.2024/  DE000JL8MTY3  /

EUWAX
5/31/2024  10:58:49 AM Chg.-0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.510EUR -12.07% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 240.00 USD 6/21/2024 Put
 

Master data

WKN: JL8MTY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 6/21/2024
Issue date: 7/20/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.71
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.45
Time value: 0.36
Break-even: 217.63
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.91
Spread abs.: 0.02
Spread %: 5.88%
Delta: -0.35
Theta: -0.13
Omega: -22.12
Rho: -0.05
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+142.86%
1 Month
  -5.56%
3 Months
  -37.80%
YTD
  -72.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.230
1M High / 1M Low: 0.670 0.150
6M High / 6M Low: 2.070 0.150
High (YTD): 1/4/2024 1.870
Low (YTD): 5/23/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   1.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   491.05%
Volatility 6M:   229.80%
Volatility 1Y:   -
Volatility 3Y:   -