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JP Morgan Put 64 NDA 21.06.2024/  DE000JL09SY6  /

EUWAX
2024-06-17  9:43:25 AM Chg.-0.009 Bid12:17:54 PM Ask12:17:54 PM Underlying Strike price Expiration date Option type
0.004EUR -69.23% 0.008
Bid Size: 500		 0.210
Ask Size: 500		 AURUBIS AG 64.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.11
Historic volatility: 0.32
Parity: -0.69
Time value: 0.31
Break-even: 60.90
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 3,000.00%
Delta: -0.28
Theta: -0.66
Omega: -6.46
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -78.95%
3 Months
  -99.09%
YTD
  -98.79%
1 Year
  -99.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.008
1M High / 1M Low: 0.055 0.008
6M High / 6M Low: 0.780 0.008
High (YTD): 2024-03-05 0.780
Low (YTD): 2024-06-12 0.008
52W High: 2024-03-05 0.780
52W Low: 2024-06-12 0.008
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   0.405
Avg. volume 1Y:   0.000
Volatility 1M:   578.65%
Volatility 6M:   466.95%
Volatility 1Y:   344.04%
Volatility 3Y:   -