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JP Morgan Put 36 BAC 21.06.2024/  DE000JS6UA22  /

EUWAX
2024-06-13  8:37:10 AM Chg.-0.001 Bid9:51:19 AM Ask9:51:19 AM Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.002
Bid Size: 7,500		 0.012
Ask Size: 7,500		 VERIZON COMM. INC. D... 36.00 - 2024-06-21 Put
 

Master data

WKN: JS6UA2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -282.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.08
Time value: 0.01
Break-even: 35.87
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 2.05
Spread abs.: 0.01
Spread %: 333.33%
Delta: -0.21
Theta: -0.02
Omega: -60.62
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -66.67%
3 Months
  -95.92%
YTD
  -98.67%
1 Year
  -99.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.007 0.002
6M High / 6M Low: 0.160 0.002
High (YTD): 2024-01-02 0.140
Low (YTD): 2024-06-10 0.002
52W High: 2023-10-04 0.590
52W Low: 2024-06-10 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.213
Avg. volume 1Y:   0.000
Volatility 1M:   482.79%
Volatility 6M:   308.86%
Volatility 1Y:   236.33%
Volatility 3Y:   -