OverviewChartNewsTraderScreen

JP Morgan Put 330 PPX 20.09.2024/  DE000JB83M20  /

EUWAX
2024-06-21  8:58:57 AM Chg.-0.040 Bid9:12:09 AM Ask9:12:09 AM Underlying Strike price Expiration date Option type
0.250EUR -13.79% 0.250
Bid Size: 300,000		 0.260
Ask Size: 300,000		 KERING S.A. INH. ... 330.00 EUR 2024-09-20 Put
 

Master data

WKN: JB83M2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 330.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -10.90
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.14
Implied volatility: 0.36
Historic volatility: 0.29
Parity: 0.14
Time value: 0.15
Break-even: 301.00
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 16.00%
Delta: -0.54
Theta: -0.10
Omega: -5.87
Rho: -0.50
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+38.89%
3 Months  
+92.31%
YTD  
+56.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.340 0.180
6M High / 6M Low: 0.340 0.051
High (YTD): 2024-06-17 0.340
Low (YTD): 2024-03-14 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.91%
Volatility 6M:   290.86%
Volatility 1Y:   -
Volatility 3Y:   -