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JP Morgan Put 50 BSN 20.12.2024/  DE000JB406J9  /

EUWAX
2024-06-14  9:03:07 AM Chg.+0.003 Bid8:53:06 PM Ask8:53:06 PM Underlying Strike price Expiration date Option type
0.053EUR +6.00% 0.067
Bid Size: 5,000		 0.220
Ask Size: 5,000		 DANONE S.A. EO -,25 50.00 EUR 2024-12-20 Put
 

Master data

WKN: JB406J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.13
Parity: -0.98
Time value: 0.25
Break-even: 47.50
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.43
Spread abs.: 0.20
Spread %: 400.00%
Delta: -0.21
Theta: -0.01
Omega: -5.03
Rho: -0.08
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month
  -1.85%
3 Months
  -39.77%
YTD
  -70.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.050
1M High / 1M Low: 0.061 0.050
6M High / 6M Low: 0.200 0.050
High (YTD): 2024-01-02 0.170
Low (YTD): 2024-06-13 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.10%
Volatility 6M:   123.50%
Volatility 1Y:   -
Volatility 3Y:   -