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JP Morgan Put 40 PHM7 21.06.2024/  DE000JS9FGJ6  /

EUWAX
5/31/2024  1:39:14 PM Chg.-0.002 Bid1:50:40 PM Ask1:50:40 PM Underlying Strike price Expiration date Option type
0.003EUR -40.00% 0.003
Bid Size: 10,000		 0.013
Ask Size: 10,000		 ALTRIA GRP INC. DL... 40.00 - 6/21/2024 Put
 

Master data

WKN: JS9FGJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 6/21/2024
Issue date: 3/10/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -322.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.20
Time value: 0.01
Break-even: 39.87
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.32
Spread abs.: 0.01
Spread %: 333.33%
Delta: -0.13
Theta: -0.01
Omega: -42.73
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -85.71%
3 Months
  -97.86%
YTD
  -98.57%
1 Year
  -99.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.021 0.004
6M High / 6M Low: 0.220 0.004
High (YTD): 3/5/2024 0.220
Low (YTD): 5/28/2024 0.004
52W High: 10/27/2023 0.370
52W Low: 5/28/2024 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   304.70%
Volatility 6M:   255.20%
Volatility 1Y:   198.79%
Volatility 3Y:   -