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JP Morgan Put 64 BNR 21.06.2024/  DE000JL1A419  /

EUWAX
2024-06-07  6:18:26 PM Chg.-0.019 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.041EUR -31.67% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 64.00 - 2024-06-21 Put
 

Master data

WKN: JL1A41
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 64.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -103.46
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.12
Time value: 0.06
Break-even: 63.37
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.16
Spread abs.: 0.02
Spread %: 46.51%
Delta: -0.32
Theta: -0.04
Omega: -33.41
Rho: -0.01
 

Quote data

Open: 0.049
High: 0.049
Low: 0.041
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month  
+355.56%
3 Months  
+24.24%
YTD
  -25.45%
1 Year
  -91.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.041
1M High / 1M Low: 0.084 0.009
6M High / 6M Low: 0.085 0.009
High (YTD): 2024-05-23 0.084
Low (YTD): 2024-05-10 0.009
52W High: 2023-07-19 0.560
52W Low: 2024-05-10 0.009
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   1,072.06%
Volatility 6M:   486.15%
Volatility 1Y:   352.05%
Volatility 3Y:   -