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JP Morgan Put 260 SRT3 21.06.2024/  DE000JL14ZR5  /

EUWAX
2024-06-05  11:01:59 AM Chg.-0.050 Bid1:04:13 PM Ask1:04:13 PM Underlying Strike price Expiration date Option type
0.210EUR -19.23% 0.220
Bid Size: 200,000		 0.230
Ask Size: 200,000		 SARTORIUS AG VZO O.N... 260.00 - 2024-06-21 Put
 

Master data

WKN: JL14ZR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 2024-06-21
Issue date: 2023-04-21
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -9.08
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.24
Implied volatility: 0.50
Historic volatility: 0.46
Parity: 0.24
Time value: 0.02
Break-even: 234.00
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.81
Theta: -0.19
Omega: -7.31
Rho: -0.09
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+147.06%
3 Months  
+228.13%
YTD  
+31.25%
1 Year
  -12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.260 0.057
6M High / 6M Low: 0.280 0.033
High (YTD): 2024-06-04 0.260
Low (YTD): 2024-03-22 0.033
52W High: 2023-10-26 0.600
52W Low: 2024-03-22 0.033
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   321.05%
Volatility 6M:   274.14%
Volatility 1Y:   222.69%
Volatility 3Y:   -