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JP Morgan Put 66 BNR 21.06.2024/  DE000JL1A427  /

EUWAX
2024-05-31  4:13:28 PM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 66.00 - 2024-06-21 Put
 

Master data

WKN: JL1A42
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 66.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -54.98
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 0.00
Time value: 0.12
Break-even: 64.80
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 26.32%
Delta: -0.48
Theta: -0.03
Omega: -26.17
Rho: -0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+176.60%
3 Months  
+420.00%
YTD  
+85.71%
1 Year
  -74.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.180 0.015
6M High / 6M Low: 0.180 0.015
High (YTD): 2024-05-29 0.180
Low (YTD): 2024-05-10 0.015
52W High: 2023-07-19 0.650
52W Low: 2024-05-10 0.015
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.253
Avg. volume 1Y:   0.000
Volatility 1M:   1,111.87%
Volatility 6M:   488.65%
Volatility 1Y:   352.69%
Volatility 3Y:   -