JP Morgan Put 58 NDA 21.06.2024/  DE000JL09SV2  /

EUWAX
2024-06-10  6:29:06 PM Chg.-0.002 Bid6:33:07 PM Ask6:33:07 PM Underlying Strike price Expiration date Option type
0.004EUR -33.33% 0.003
Bid Size: 250
0.500
Ask Size: 250
AURUBIS AG 58.00 - 2024-06-21 Put
 

Master data

WKN: JL09SV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 58.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.91
Historic volatility: 0.32
Parity: -1.49
Time value: 0.31
Break-even: 54.90
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 4,328.57%
Delta: -0.20
Theta: -0.30
Omega: -4.60
Rho: -0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.003
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -84.00%
3 Months
  -98.71%
YTD
  -97.89%
1 Year
  -99.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.006
1M High / 1M Low: 0.025 0.004
6M High / 6M Low: 0.430 0.004
High (YTD): 2024-02-13 0.430
Low (YTD): 2024-05-30 0.004
52W High: 2023-09-18 0.460
52W Low: 2024-05-30 0.004
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   642.72%
Volatility 6M:   572.82%
Volatility 1Y:   417.36%
Volatility 3Y:   -