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JP Morgan Put 50 2OY 21.06.2024/  DE000JS5Z7E0  /

EUWAX
2024-06-10  8:57:03 AM Chg.-0.001 Bid5:17:13 PM Ask5:17:13 PM Underlying Strike price Expiration date Option type
0.009EUR -10.00% 0.008
Bid Size: 50,000		 0.023
Ask Size: 50,000		 DOW INC. D... 50.00 - 2024-06-21 Put
 

Master data

WKN: JS5Z7E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-01-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -103.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.17
Parity: -0.17
Time value: 0.05
Break-even: 49.50
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 2.99
Spread abs.: 0.04
Spread %: 400.00%
Delta: -0.27
Theta: -0.04
Omega: -27.49
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -57.14%
3 Months
  -92.50%
YTD
  -96.09%
1 Year
  -98.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.006
1M High / 1M Low: 0.021 0.006
6M High / 6M Low: 0.370 0.006
High (YTD): 2024-01-17 0.300
Low (YTD): 2024-06-03 0.006
52W High: 2023-10-25 0.640
52W Low: 2024-06-03 0.006
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   18.548
Avg. price 1Y:   0.303
Avg. volume 1Y:   9.055
Volatility 1M:   518.87%
Volatility 6M:   247.13%
Volatility 1Y:   185.60%
Volatility 3Y:   -