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JP Morgan Put 35 CTP2 21.06.2024/  DE000JS53V18  /

EUWAX
2024-06-10  8:34:30 AM Chg.-0.001 Bid10:35:51 AM Ask10:35:51 AM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.003
Bid Size: 7,500		 0.013
Ask Size: 7,500		 COMCAST CORP. A D... 35.00 - 2024-06-21 Put
 

Master data

WKN: JS53V1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -258.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.11
Time value: 0.01
Break-even: 34.86
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 2.19
Spread abs.: 0.01
Spread %: 250.00%
Delta: -0.18
Theta: -0.02
Omega: -47.58
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -83.33%
3 Months
  -93.18%
YTD
  -94.00%
1 Year
  -98.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.018 0.004
6M High / 6M Low: 0.069 0.004
High (YTD): 2024-01-05 0.062
Low (YTD): 2024-06-07 0.004
52W High: 2023-06-12 0.200
52W Low: 2024-06-07 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.070
Avg. volume 1Y:   0.000
Volatility 1M:   475.31%
Volatility 6M:   299.21%
Volatility 1Y:   231.79%
Volatility 3Y:   -