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JP Morgan Put 56 BSN 20.09.2024/  DE000JB797L7  /

EUWAX
12/06/2024  09:12:33 Chg.-0.003 Bid11:58:36 Ask11:58:36 Underlying Strike price Expiration date Option type
0.080EUR -3.61% 0.078
Bid Size: 100,000		 0.088
Ask Size: 100,000		 DANONE S.A. EO -,25 56.00 EUR 20/09/2024 Put
 

Master data

WKN: JB797L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Put
Strike price: 56.00 EUR
Maturity: 20/09/2024
Issue date: 05/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.89
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.13
Parity: -0.35
Time value: 0.23
Break-even: 53.70
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 191.14%
Delta: -0.31
Theta: -0.02
Omega: -8.04
Rho: -0.06
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.083
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month
  -20.00%
3 Months
  -60.00%
YTD
  -73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.078
1M High / 1M Low: 0.110 0.078
6M High / 6M Low: 0.340 0.078
High (YTD): 02/01/2024 0.280
Low (YTD): 07/06/2024 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.75%
Volatility 6M:   140.79%
Volatility 1Y:   -
Volatility 3Y:   -