JP Morgan Put 780 DECK 15.11.2024/  DE000JK9C2U7  /

EUWAX
2024-06-10  9:46:57 AM Chg.+0.040 Bid6:08:20 PM Ask6:08:20 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% 0.310
Bid Size: 7,500
0.610
Ask Size: 7,500
Deckers Outdoor 780.00 USD 2024-11-15 Put
 

Master data

WKN: JK9C2U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Deckers Outdoor
Type: Warrant
Option type: Put
Strike price: 780.00 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: -9.50
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.35
Parity: -2.45
Time value: 1.02
Break-even: 621.64
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.03
Spread abs.: 0.70
Spread %: 218.75%
Delta: -0.21
Theta: -0.52
Omega: -2.00
Rho: -1.32
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -54.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.810 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -