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JP Morgan Put 45 BK 19.07.2024/  DE000JL7LCE5  /

EUWAX
5/23/2024  1:11:41 PM Chg.-0.001 Bid6:04:26 PM Ask6:04:26 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.006
Bid Size: 50,000		 0.021
Ask Size: 50,000		 Bank of New York Mel... 45.00 USD 7/19/2024 Put
 

Master data

WKN: JL7LCE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 7/19/2024
Issue date: 7/25/2023
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -89.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.17
Parity: -1.29
Time value: 0.06
Break-even: 40.96
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 3.13
Spread abs.: 0.06
Spread %: 1,000.00%
Delta: -0.09
Theta: -0.02
Omega: -8.42
Rho: -0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -61.54%
3 Months
  -89.36%
YTD
  -94.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.013 0.006
6M High / 6M Low: 0.220 0.006
High (YTD): 1/3/2024 0.100
Low (YTD): 5/22/2024 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.38%
Volatility 6M:   184.72%
Volatility 1Y:   -
Volatility 3Y:   -