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JP Morgan Put 64 NDA 21.06.2024/  DE000JL09SY6  /

EUWAX
07/06/2024  09:55:04 Chg.-0.001 Bid12:02:26 Ask12:02:26 Underlying Strike price Expiration date Option type
0.014EUR -6.67% 0.020
Bid Size: 1,000		 0.170
Ask Size: 1,000		 AURUBIS AG 64.00 - 21/06/2024 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: 21/06/2024
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.33
Historic volatility: 0.32
Parity: -1.03
Time value: 0.31
Break-even: 60.90
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 74.41
Spread abs.: 0.30
Spread %: 2,284.62%
Delta: -0.24
Theta: -0.21
Omega: -5.72
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -92.22%
3 Months
  -97.54%
YTD
  -95.76%
1 Year
  -97.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.015
1M High / 1M Low: 0.180 0.011
6M High / 6M Low: 0.780 0.011
High (YTD): 05/03/2024 0.780
Low (YTD): 30/05/2024 0.011
52W High: 05/03/2024 0.780
52W Low: 30/05/2024 0.011
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.348
Avg. volume 6M:   0.000
Avg. price 1Y:   0.418
Avg. volume 1Y:   0.000
Volatility 1M:   530.18%
Volatility 6M:   449.47%
Volatility 1Y:   331.50%
Volatility 3Y:   -