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JP Morgan Put 70 ZM 16.08.2024/  DE000JB2AVR3  /

EUWAX
5/21/2024  8:52:29 AM Chg.+0.020 Bid10:45:44 AM Ask10:45:44 AM Underlying Strike price Expiration date Option type
0.780EUR +2.63% 0.790
Bid Size: 7,500		 0.820
Ask Size: 7,500		 Zoom Video Communica... 70.00 USD 8/16/2024 Put
 

Master data

WKN: JB2AVR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 8/16/2024
Issue date: 9/12/2023
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.66
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.54
Implied volatility: 0.41
Historic volatility: 0.28
Parity: 0.54
Time value: 0.23
Break-even: 56.75
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 4.05%
Delta: -0.62
Theta: -0.02
Omega: -4.72
Rho: -0.11
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.02%
1 Month
  -27.78%
3 Months
  -28.44%
YTD  
+23.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.760
1M High / 1M Low: 1.080 0.760
6M High / 6M Low: 1.100 0.520
High (YTD): 4/17/2024 1.100
Low (YTD): 3/4/2024 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.896
Avg. volume 1M:   0.000
Avg. price 6M:   0.818
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.09%
Volatility 6M:   117.56%
Volatility 1Y:   -
Volatility 3Y:   -