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JP Morgan Put 27.5 JKS 21.06.2024/  DE000JB5LW08  /

EUWAX
2024-05-24  10:01:41 AM Chg.+0.010 Bid3:51:42 PM Ask3:51:42 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.190
Bid Size: 50,000		 0.220
Ask Size: 50,000		 Jinkosolar Holdings ... 27.50 USD 2024-06-21 Put
 

Master data

WKN: JB5LW0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Jinkosolar Holdings Co Ltd
Type: Warrant
Option type: Put
Strike price: 27.50 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.77
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.09
Implied volatility: 0.86
Historic volatility: 0.54
Parity: 0.09
Time value: 0.19
Break-even: 22.64
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 1.67
Spread abs.: 0.05
Spread %: 21.74%
Delta: -0.51
Theta: -0.04
Omega: -4.44
Rho: -0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.48%
1 Month
  -62.96%
3 Months
  -55.56%
YTD
  -9.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.190
1M High / 1M Low: 0.540 0.190
6M High / 6M Low: 0.650 0.190
High (YTD): 2024-04-19 0.650
Low (YTD): 2024-05-23 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.342
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.89%
Volatility 6M:   170.95%
Volatility 1Y:   -
Volatility 3Y:   -