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JP Morgan Put 240 AMG 21.06.2024/  DE000JS9TNP0  /

EUWAX
2024-05-30  9:38:03 AM Chg.-0.001 Bid5:10:51 PM Ask5:10:51 PM Underlying Strike price Expiration date Option type
0.011EUR -8.33% 0.011
Bid Size: 10,000		 0.041
Ask Size: 10,000		 AMGEN INC. DL-... 240.00 - 2024-06-21 Put
 

Master data

WKN: JS9TNP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -338.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -3.44
Time value: 0.08
Break-even: 239.19
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 6.41
Spread abs.: 0.07
Spread %: 636.36%
Delta: -0.07
Theta: -0.08
Omega: -23.14
Rho: -0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -93.13%
3 Months
  -96.07%
YTD
  -97.03%
1 Year
  -99.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.008
1M High / 1M Low: 0.170 0.007
6M High / 6M Low: 0.750 0.007
High (YTD): 2024-04-19 0.410
Low (YTD): 2024-05-17 0.007
52W High: 2023-06-01 3.330
52W Low: 2024-05-17 0.007
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.268
Avg. volume 6M:   0.000
Avg. price 1Y:   0.962
Avg. volume 1Y:   0.000
Volatility 1M:   447.06%
Volatility 6M:   283.44%
Volatility 1Y:   215.47%
Volatility 3Y:   -