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JP Morgan Put 62 KTF 21.06.2024/  DE000JS81LR9  /

EUWAX
5/29/2024  9:52:17 AM Chg.+0.002 Bid1:36:41 PM Ask1:36:41 PM Underlying Strike price Expiration date Option type
0.014EUR +16.67% 0.014
Bid Size: 15,000		 0.024
Ask Size: 15,000		 MONDELEZ INTL INC. A 62.00 - 6/21/2024 Put
 

Master data

WKN: JS81LR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Put
Strike price: 62.00 -
Maturity: 6/21/2024
Issue date: 3/10/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -270.74
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.15
Parity: -0.03
Time value: 0.02
Break-even: 61.77
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 76.92%
Delta: -0.34
Theta: -0.01
Omega: -91.30
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -41.67%
3 Months
  -62.16%
YTD
  -82.93%
1 Year
  -94.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.010
1M High / 1M Low: 0.024 0.006
6M High / 6M Low: 0.120 0.006
High (YTD): 4/16/2024 0.093
Low (YTD): 5/15/2024 0.006
52W High: 10/13/2023 0.510
52W Low: 5/15/2024 0.006
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   0.140
Avg. volume 1Y:   0.000
Volatility 1M:   451.58%
Volatility 6M:   267.90%
Volatility 1Y:   227.70%
Volatility 3Y:   -