OverviewChartNewsTraderScreen

JP Morgan Put 70 BABA 20.09.2024/  DE000JB540Q0  /

EUWAX
6/7/2024  8:24:56 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Alibaba Group Holdin... 70.00 USD 9/20/2024 Put
 

Master data

WKN: JB540Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Alibaba Group Holding Limited
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 9/20/2024
Issue date: 10/31/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.30
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.32
Parity: -0.78
Time value: 0.20
Break-even: 62.81
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.23
Theta: -0.02
Omega: -8.25
Rho: -0.05
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -40.00%
3 Months
  -66.67%
YTD
  -65.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.300 0.110
6M High / 6M Low: 0.830 0.110
High (YTD): 1/19/2024 0.830
Low (YTD): 5/22/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   370.65%
Volatility 6M:   196.93%
Volatility 1Y:   -
Volatility 3Y:   -