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JP Morgan Put 380 PPX 20.09.2024/  DE000JB83M95  /

EUWAX
6/7/2024  9:22:50 AM Chg.+0.020 Bid4:36:18 PM Ask4:36:18 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% 0.520
Bid Size: 250,000		 0.530
Ask Size: 250,000		 KERING S.A. INH. ... 380.00 EUR 9/20/2024 Put
 

Master data

WKN: JB83M9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 380.00 EUR
Maturity: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -5.26
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.54
Implied volatility: 0.41
Historic volatility: 0.28
Parity: 0.54
Time value: 0.08
Break-even: 318.00
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 10.71%
Delta: -0.71
Theta: -0.09
Omega: -3.71
Rho: -0.84
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+5.66%
3 Months  
+166.67%
YTD  
+75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.540
1M High / 1M Low: 0.620 0.440
6M High / 6M Low: 0.670 0.140
High (YTD): 4/24/2024 0.670
Low (YTD): 3/14/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.62%
Volatility 6M:   247.71%
Volatility 1Y:   -
Volatility 3Y:   -