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JP Morgan Put 340 PPX 20.09.2024/  DE000JB83M46  /

EUWAX
2024-06-14  9:14:12 AM Chg.+0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.380EUR +22.58% -
Bid Size: -		 -
Ask Size: -		 KERING S.A. INH. ... 340.00 EUR 2024-09-20 Put
 

Master data

WKN: JB83M4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 340.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -6.44
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.38
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.38
Time value: 0.10
Break-even: 293.00
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 11.90%
Delta: -0.66
Theta: -0.09
Omega: -4.25
Rho: -0.66
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.00%
1 Month  
+80.95%
3 Months  
+406.67%
YTD  
+111.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.240
1M High / 1M Low: 0.380 0.190
6M High / 6M Low: 0.380 0.062
High (YTD): 2024-06-14 0.380
Low (YTD): 2024-03-14 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.17%
Volatility 6M:   289.98%
Volatility 1Y:   -
Volatility 3Y:   -