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JP Morgan Put 250 AMG 21.06.2024/  DE000JL0NUV2  /

EUWAX
29/05/2024  10:26:35 Chg.+0.006 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.016EUR +60.00% -
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: -368.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -2.66
Time value: 0.08
Break-even: 249.25
Moneyness: 0.90
Premium: 0.10
Premium p.a.: 3.47
Spread abs.: 0.06
Spread %: 400.00%
Delta: -0.08
Theta: -0.06
Omega: -28.70
Rho: -0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -95.79%
3 Months
  -96.28%
YTD
  -96.86%
1 Year
  -99.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.010
1M High / 1M Low: 0.380 0.010
6M High / 6M Low: 0.980 0.010
High (YTD): 19/04/2024 0.690
Low (YTD): 28/05/2024 0.010
52W High: 29/05/2023 3.730
52W Low: 28/05/2024 0.010
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   1.229
Avg. volume 1Y:   0.000
Volatility 1M:   416.56%
Volatility 6M:   253.65%
Volatility 1Y:   194.10%
Volatility 3Y:   -