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JP Morgan Put 39 SGM 21.06.2024/  DE000JB1RGK5  /

EUWAX
2024-06-20  8:10:54 AM Chg.+0.068 Bid3:43:59 PM Ask3:43:59 PM Underlying Strike price Expiration date Option type
0.084EUR +425.00% 0.080
Bid Size: 150,000		 0.130
Ask Size: 150,000		 STMICROELECTRONICS 39.00 EUR 2024-06-21 Put
 

Master data

WKN: JB1RGK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 39.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.47
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 1.32
Historic volatility: 0.31
Parity: 0.08
Time value: 0.07
Break-even: 37.50
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 50.00%
Delta: -0.60
Theta: -0.51
Omega: -15.36
Rho: 0.00
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+600.00%
1 Month
  -50.59%
3 Months
  -61.82%
YTD
  -53.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.012
1M High / 1M Low: 0.200 0.012
6M High / 6M Low: 0.360 0.012
High (YTD): 2024-01-17 0.360
Low (YTD): 2024-06-14 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   996.89%
Volatility 6M:   443.14%
Volatility 1Y:   -
Volatility 3Y:   -