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JP Morgan Put 64 NDA 21.06.2024/  DE000JL09SY6  /

EUWAX
5/17/2024  9:44:33 AM Chg.+0.005 Bid10:22:06 AM Ask10:22:06 AM Underlying Strike price Expiration date Option type
0.033EUR +17.86% 0.035
Bid Size: 1,000		 0.190
Ask Size: 1,000		 AURUBIS AG 64.00 - 6/21/2024 Put
 

Master data

WKN: JL09SY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 64.00 -
Maturity: 6/21/2024
Issue date: 4/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.32
Parity: -1.32
Time value: 0.34
Break-even: 60.60
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 6.59
Spread abs.: 0.31
Spread %: 871.43%
Delta: -0.22
Theta: -0.10
Omega: -4.94
Rho: -0.02
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.26%
1 Month
  -70.00%
3 Months
  -95.15%
YTD
  -90.00%
1 Year
  -94.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.028
1M High / 1M Low: 0.250 0.028
6M High / 6M Low: 0.780 0.028
High (YTD): 3/5/2024 0.780
Low (YTD): 5/16/2024 0.028
52W High: 3/5/2024 0.780
52W Low: 5/16/2024 0.028
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   972.99%
Volatility 6M:   411.42%
Volatility 1Y:   303.99%
Volatility 3Y:   -