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JP Morgan Put 28 FRE 20.12.2024/  DE000JL2EFK1  /

EUWAX
2024-06-24  9:29:33 AM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.200EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 28.00 - 2024-12-20 Put
 

Master data

WKN: JL2EFK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.04
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.01
Time value: 0.20
Break-even: 26.00
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.42
Theta: 0.00
Omega: -5.90
Rho: -0.07
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+5.26%
3 Months
  -51.22%
YTD
  -31.03%
1 Year
  -62.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.190 0.130
6M High / 6M Low: 0.440 0.130
High (YTD): 2024-03-05 0.440
Low (YTD): 2024-06-07 0.130
52W High: 2023-06-27 0.570
52W Low: 2024-06-07 0.130
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.348
Avg. volume 1Y:   0.000
Volatility 1M:   125.72%
Volatility 6M:   107.31%
Volatility 1Y:   99.35%
Volatility 3Y:   -