JP Morgan Put 68 MDLZ 20.09.2024/  DE000JK07077  /

EUWAX
6/14/2024  12:22:03 PM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% -
Bid Size: -
-
Ask Size: -
Mondelez Internation... 68.00 USD 9/20/2024 Put
 

Master data

WKN: JK0707
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 68.00 USD
Maturity: 9/20/2024
Issue date: 1/25/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.37
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.20
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.20
Time value: 0.12
Break-even: 60.35
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 3.03%
Delta: -0.57
Theta: -0.01
Omega: -11.10
Rho: -0.10
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+175.00%
3 Months  
+32.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.330 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -