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JP Morgan Put 250 AMG 21.06.2024/  DE000JL0NUV2  /

EUWAX
30/05/2024  10:34:55 Chg.-0.004 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.012EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 250.00 - 21/06/2024 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: 21/06/2024
Issue date: 11/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -370.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -2.44
Time value: 0.07
Break-even: 249.26
Moneyness: 0.91
Premium: 0.09
Premium p.a.: 3.28
Spread abs.: 0.06
Spread %: 428.57%
Delta: -0.08
Theta: -0.06
Omega: -30.38
Rho: -0.01
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.00%
3 Months
  -97.21%
YTD
  -97.65%
1 Year
  -99.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.010
1M High / 1M Low: 0.300 0.010
6M High / 6M Low: 0.960 0.010
High (YTD): 19/04/2024 0.690
Low (YTD): 28/05/2024 0.010
52W High: 30/05/2023 3.720
52W Low: 28/05/2024 0.010
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   1.214
Avg. volume 1Y:   0.000
Volatility 1M:   476.82%
Volatility 6M:   267.73%
Volatility 1Y:   203.12%
Volatility 3Y:   -