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JP Morgan Put 7 UAA 20.09.2024/  DE000JS9T647  /

EUWAX
2024-06-04  9:27:22 AM Chg.+0.070 Bid12:30:03 PM Ask12:30:03 PM Underlying Strike price Expiration date Option type
0.470EUR +17.50% 0.500
Bid Size: 2,000		 0.700
Ask Size: 2,000		 Under Armour Inc 7.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-14
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -9.37
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.63
Implied volatility: 0.23
Historic volatility: 0.35
Parity: 0.63
Time value: 0.05
Break-even: 6.32
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.20
Spread %: 41.67%
Delta: -0.72
Theta: 0.00
Omega: -6.78
Rho: -0.02
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.56%
1 Month
  -38.96%
3 Months  
+14.63%
YTD
  -9.62%
1 Year
  -59.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.400
1M High / 1M Low: 0.770 0.400
6M High / 6M Low: 0.900 0.390
High (YTD): 2024-04-16 0.900
Low (YTD): 2024-03-05 0.390
52W High: 2023-09-27 1.480
52W Low: 2024-03-05 0.390
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.637
Avg. volume 1M:   0.000
Avg. price 6M:   0.647
Avg. volume 6M:   0.000
Avg. price 1Y:   0.883
Avg. volume 1Y:   0.000
Volatility 1M:   124.26%
Volatility 6M:   133.28%
Volatility 1Y:   112.44%
Volatility 3Y:   -