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JP Morgan Put 250 ADP 21.06.2024/  DE000JL8UNB7  /

EUWAX
17/05/2024  11:17:45 Chg.-0.150 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.640EUR -18.99% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 250.00 USD 21/06/2024 Put
 

Master data

WKN: JL8UNB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 21/06/2024
Issue date: 28/07/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -45.88
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.21
Time value: 0.51
Break-even: 224.96
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 3.77%
Delta: -0.41
Theta: -0.08
Omega: -18.97
Rho: -0.09
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.09%
1 Month
  -54.29%
3 Months
  -48.80%
YTD
  -73.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.640
1M High / 1M Low: 1.510 0.640
6M High / 6M Low: 2.650 0.640
High (YTD): 05/01/2024 2.340
Low (YTD): 17/05/2024 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   1.073
Avg. volume 1M:   0.000
Avg. price 6M:   1.674
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.31%
Volatility 6M:   151.65%
Volatility 1Y:   -
Volatility 3Y:   -