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JP Morgan Put 46 SGM 21.06.2024/  DE000JL03ZY4  /

EUWAX
2024-05-20  9:31:33 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.760EUR - -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 46.00 - 2024-06-21 Put
 

Master data

WKN: JL03ZY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.05
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 1.66
Historic volatility: 0.30
Parity: 0.66
Time value: 0.12
Break-even: 38.20
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 5.25
Spread abs.: 0.01
Spread %: 1.30%
Delta: -0.73
Theta: -0.23
Omega: -3.70
Rho: -0.01
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.740
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.15%
3 Months  
+38.18%
YTD  
+72.73%
1 Year  
+24.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.760 0.660
6M High / 6M Low: 0.940 0.420
High (YTD): 2024-04-22 0.940
Low (YTD): 2024-03-13 0.420
52W High: 2023-10-30 1.110
52W Low: 2023-12-15 0.410
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.720
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.672
Avg. volume 1Y:   0.000
Volatility 1M:   105.30%
Volatility 6M:   142.63%
Volatility 1Y:   119.17%
Volatility 3Y:   -