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JP Morgan Put 54 NDA 21.06.2024/  DE000JL2JH11  /

EUWAX
5/17/2024  6:28:58 PM Chg.-0.003 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.005EUR -37.50% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 54.00 - 6/21/2024 Put
 

Master data

WKN: JL2JH1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 54.00 -
Maturity: 6/21/2024
Issue date: 5/18/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.81
Historic volatility: 0.32
Parity: -2.47
Time value: 0.51
Break-even: 48.90
Moneyness: 0.69
Premium: 0.38
Premium p.a.: 30.41
Spread abs.: 0.51
Spread %: 10,100.00%
Delta: -0.17
Theta: -0.16
Omega: -2.58
Rho: -0.02
 

Quote data

Open: 0.009
High: 0.009
Low: 0.005
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.54%
1 Month
  -70.59%
3 Months
  -98.00%
YTD
  -96.15%
1 Year
  -98.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.005
1M High / 1M Low: 0.055 0.005
6M High / 6M Low: 0.280 0.005
High (YTD): 2/13/2024 0.280
Low (YTD): 5/17/2024 0.005
52W High: 5/31/2023 0.430
52W Low: 5/17/2024 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   0.200
Avg. volume 1Y:   0.000
Volatility 1M:   1,404.47%
Volatility 6M:   572.74%
Volatility 1Y:   414.96%
Volatility 3Y:   -