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JP Morgan Put 250 SRT3 21.06.2024/  DE000JL26Z49  /

EUWAX
2024-06-05  5:19:56 PM Chg.-0.070 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.110EUR -38.89% -
Bid Size: -		 -
Ask Size: -		 SARTORIUS AG VZO O.N... 250.00 - 2024-06-21 Put
 

Master data

WKN: JL26Z4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-04-24
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -13.12
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.14
Implied volatility: 0.48
Historic volatility: 0.46
Parity: 0.14
Time value: 0.04
Break-even: 232.00
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.69
Theta: -0.25
Omega: -9.06
Rho: -0.08
 

Quote data

Open: 0.140
High: 0.140
Low: 0.110
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month  
+77.42%
3 Months  
+111.54%
YTD
  -21.43%
1 Year
  -47.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.180 0.037
6M High / 6M Low: 0.240 0.026
High (YTD): 2024-01-17 0.200
Low (YTD): 2024-03-22 0.026
52W High: 2023-10-26 0.530
52W Low: 2024-03-22 0.026
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.161
Avg. volume 1Y:   0.000
Volatility 1M:   338.94%
Volatility 6M:   288.12%
Volatility 1Y:   231.01%
Volatility 3Y:   -