JP Morgan Put 770 DECK 15.11.2024/  DE000JK9C2S1  /

EUWAX
2024-06-10  9:46:57 AM Chg.+0.040 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.310EUR +14.81% 0.310
Bid Size: 1,000
1.010
Ask Size: 1,000
Deckers Outdoor 770.00 USD 2024-11-15 Put
 

Master data

WKN: JK9C2S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Put
Strike price: 770.00 USD
Maturity: 2024-11-15
Issue date: 2024-05-02
Last trading day: 2024-11-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.59
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.35
Parity: -2.54
Time value: 1.01
Break-even: 613.37
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.06
Spread abs.: 0.70
Spread %: 225.81%
Delta: -0.21
Theta: -0.53
Omega: -1.97
Rho: -1.30
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month
  -55.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.260
1M High / 1M Low: 0.770 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -