JP Morgan Put 68 NDA 21.06.2024/  DE000JL0DJV6  /

EUWAX
2024-06-18  4:06:32 PM Chg.-0.023 Bid4:48:08 PM Ask4:48:08 PM Underlying Strike price Expiration date Option type
0.005EUR -82.14% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 68.00 - 2024-06-21 Put
 

Master data

WKN: JL0DJV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.96
Historic volatility: 0.32
Parity: -0.40
Time value: 0.32
Break-even: 64.80
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.31
Spread %: 2,033.33%
Delta: -0.34
Theta: -0.78
Omega: -7.65
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.005
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.20%
1 Month
  -87.80%
3 Months
  -99.24%
YTD
  -98.91%
1 Year
  -99.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.028
1M High / 1M Low: 0.096 0.027
6M High / 6M Low: 1.090 0.027
High (YTD): 2024-03-05 1.090
Low (YTD): 2024-05-30 0.027
52W High: 2024-03-05 1.090
52W Low: 2024-05-30 0.027
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.548
Avg. volume 1Y:   0.000
Volatility 1M:   576.39%
Volatility 6M:   420.71%
Volatility 1Y:   311.65%
Volatility 3Y:   -