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JP Morgan Put 7 UAA 20.09.2024/  DE000JS9T647  /

EUWAX
5/29/2024  9:20:52 AM Chg.-0.050 Bid5/29/2024 Ask5/29/2024 Underlying Strike price Expiration date Option type
0.590EUR -7.81% 0.590
Bid Size: 2,000		 0.790
Ask Size: 2,000		 Under Armour Inc 7.00 - 9/20/2024 Put
 

Master data

WKN: JS9T64
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Under Armour Inc
Type: Warrant
Option type: Put
Strike price: 7.00 -
Maturity: 9/20/2024
Issue date: 3/14/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -8.29
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.70
Implied volatility: 0.26
Historic volatility: 0.36
Parity: 0.70
Time value: 0.06
Break-even: 6.24
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.20
Spread %: 35.71%
Delta: -0.72
Theta: 0.00
Omega: -5.96
Rho: -0.02
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.72%
1 Month
  -18.06%
3 Months  
+47.50%
YTD  
+13.46%
1 Year
  -56.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.560
1M High / 1M Low: 0.800 0.560
6M High / 6M Low: 0.900 0.390
High (YTD): 4/16/2024 0.900
Low (YTD): 3/5/2024 0.390
52W High: 9/27/2023 1.480
52W Low: 3/5/2024 0.390
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.895
Avg. volume 1Y:   0.000
Volatility 1M:   89.29%
Volatility 6M:   128.36%
Volatility 1Y:   109.57%
Volatility 3Y:   -