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JP Morgan Put 40 PHM7 21.06.2024/  DE000JS9FGJ6  /

EUWAX
2024-05-29  12:54:56 PM Chg.-0.001 Bid2:07:05 PM Ask2:07:05 PM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.003
Bid Size: 10,000		 0.013
Ask Size: 10,000		 ALTRIA GRP INC. DL... 40.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -322.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -0.19
Time value: 0.01
Break-even: 39.87
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 333.33%
Delta: -0.13
Theta: -0.01
Omega: -43.06
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -88.89%
3 Months
  -97.86%
YTD
  -98.57%
1 Year
  -99.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.004
1M High / 1M Low: 0.027 0.004
6M High / 6M Low: 0.220 0.004
High (YTD): 2024-03-05 0.220
Low (YTD): 2024-05-28 0.004
52W High: 2023-10-27 0.370
52W Low: 2024-05-28 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   297.31%
Volatility 6M:   253.47%
Volatility 1Y:   197.31%
Volatility 3Y:   -