OverviewChartNewsTraderScreen

JP Morgan Put 240 ALGN 19.07.2024/  DE000JB8R8R3  /

EUWAX
2024-06-20  12:08:05 PM Chg.-0.006 Bid4:33:17 PM Ask4:33:17 PM Underlying Strike price Expiration date Option type
0.077EUR -7.23% 0.091
Bid Size: 250,000		 0.100
Ask Size: 250,000		 Align Technology Inc 240.00 USD 2024-07-19 Put
 

Master data

WKN: JB8R8R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-18
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -25.23
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.42
Parity: -0.02
Time value: 0.09
Break-even: 214.38
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 18.52%
Delta: -0.44
Theta: -0.16
Omega: -10.99
Rho: -0.09
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.083
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+250.00%
1 Month  
+133.33%
3 Months  
+45.28%
YTD
  -59.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.020
1M High / 1M Low: 0.083 0.020
6M High / 6M Low: 0.240 0.016
High (YTD): 2024-01-03 0.240
Low (YTD): 2024-04-25 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   603.91%
Volatility 6M:   348.46%
Volatility 1Y:   -
Volatility 3Y:   -