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JP Morgan Put 68 BNR 20.09.2024/  DE000JB8YSW6  /

EUWAX
2024-06-17  10:08:51 AM Chg.-0.020 Bid11:48:11 AM Ask11:48:11 AM Underlying Strike price Expiration date Option type
0.430EUR -4.44% 0.430
Bid Size: 100,000		 0.440
Ask Size: 100,000		 BRENNTAG SE NA O.N. 68.00 EUR 2024-09-20 Put
 

Master data

WKN: JB8YSW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.77
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.30
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.30
Time value: 0.14
Break-even: 63.60
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.76%
Delta: -0.60
Theta: -0.01
Omega: -8.84
Rho: -0.11
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.86%
3 Months  
+168.75%
YTD  
+115.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.330
1M High / 1M Low: 0.450 0.280
6M High / 6M Low: 0.450 0.096
High (YTD): 2024-06-14 0.450
Low (YTD): 2024-03-06 0.096
52W High: - -
52W Low: - -
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.51%
Volatility 6M:   206.13%
Volatility 1Y:   -
Volatility 3Y:   -