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JP Morgan Put 62 BSN 21.06.2024/  DE000JB97Y79  /

EUWAX
5/30/2024  10:33:33 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.320EUR - -
Bid Size: -		 -
Ask Size: -		 DANONE S.A. EO -,25 62.00 - 6/21/2024 Put
 

Master data

WKN: JB97Y7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Put
Strike price: 62.00 -
Maturity: 6/21/2024
Issue date: 1/11/2024
Last trading day: 5/31/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.65
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.20
Implied volatility: 0.51
Historic volatility: 0.13
Parity: 0.20
Time value: 0.14
Break-even: 58.60
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.93
Spread abs.: 0.01
Spread %: 3.03%
Delta: -0.61
Theta: -0.08
Omega: -10.75
Rho: -0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -37.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.320 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -