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JP Morgan Put 40 BK 21.06.2024/  DE000JS6H143  /

EUWAX
24/05/2024  11:13:23 Chg.- Bid09:52:44 Ask09:52:44 Underlying Strike price Expiration date Option type
0.003EUR - 0.002
Bid Size: 1,000		 0.100
Ask Size: 1,000		 Bank of New York Mel... 40.00 - 21/06/2024 Put
 

Master data

WKN: JS6H14
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 21/06/2024
Issue date: 09/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.18
Parity: -1.45
Time value: 0.07
Break-even: 39.27
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 35.40
Spread abs.: 0.07
Spread %: 2,333.33%
Delta: -0.10
Theta: -0.05
Omega: -7.15
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+50.00%
3 Months
  -76.92%
YTD
  -90.63%
1 Year
  -99.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.003
1M High / 1M Low: 0.006 0.001
6M High / 6M Low: 0.087 0.001
High (YTD): 05/01/2024 0.039
Low (YTD): 16/05/2024 0.001
52W High: 31/05/2023 0.460
52W Low: 16/05/2024 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   79.051
Volatility 1M:   597.45%
Volatility 6M:   327.86%
Volatility 1Y:   249.76%
Volatility 3Y:   -