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JP Morgan Put 250 AMG 21.06.2024/  DE000JL0NUV2  /

EUWAX
2024-05-14  10:27:44 AM Chg.+0.001 Bid7:24:06 PM Ask7:24:06 PM Underlying Strike price Expiration date Option type
0.012EUR +9.09% 0.013
Bid Size: 10,000		 0.053
Ask Size: 10,000		 AMGEN INC. DL-... 250.00 - 2024-06-21 Put
 

Master data

WKN: JL0NUV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-04-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -344.35
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -3.58
Time value: 0.08
Break-even: 249.17
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 2.19
Spread abs.: 0.07
Spread %: 538.46%
Delta: -0.07
Theta: -0.04
Omega: -23.08
Rho: -0.02
 

Quote data

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

Performance

1 Week
  -64.71%
1 Month
  -97.69%
3 Months
  -96.47%
YTD
  -97.65%
1 Year
  -99.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.011
1M High / 1M Low: 0.690 0.011
6M High / 6M Low: 1.110 0.011
High (YTD): 2024-04-19 0.690
Low (YTD): 2024-05-13 0.011
52W High: 2023-05-25 3.810
52W Low: 2024-05-13 0.011
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   1.367
Avg. volume 1Y:   0.000
Volatility 1M:   411.78%
Volatility 6M:   244.48%
Volatility 1Y:   187.97%
Volatility 3Y:   -