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JP Morgan Put 76 NDA 17.05.2024/  DE000JK63RX9  /

EUWAX
2024-05-10  6:27:54 PM Chg.-0.160 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.480EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 76.00 EUR 2024-05-17 Put
 

Master data

WKN: JK63RX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 76.00 EUR
Maturity: 2024-05-17
Issue date: 2024-04-15
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.14
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 1.37
Historic volatility: 0.32
Parity: 0.47
Time value: 0.31
Break-even: 68.20
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 12.32
Spread abs.: 0.30
Spread %: 62.50%
Delta: -0.61
Theta: -0.40
Omega: -5.55
Rho: -0.01
 

Quote data

Open: 0.440
High: 0.480
Low: 0.420
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.07%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.480
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -