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JP Morgan Put 82 BABA 21.06.2024/  DE000JB1VMC2  /

EUWAX
2024-06-07  12:35:57 PM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Alibaba Group Holdin... 82.00 USD 2024-06-21 Put
 

Master data

WKN: JB1VMC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Alibaba Group Holding Limited
Type: Warrant
Option type: Put
Strike price: 82.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.44
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.33
Implied volatility: 0.50
Historic volatility: 0.32
Parity: 0.33
Time value: 0.14
Break-even: 71.22
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.66
Theta: -0.09
Omega: -10.19
Rho: -0.02
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.15%
1 Month
  -30.51%
3 Months
  -60.19%
YTD
  -53.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.590 0.120
6M High / 6M Low: 1.470 0.120
High (YTD): 2024-01-19 1.470
Low (YTD): 2024-05-20 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.899
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   663.93%
Volatility 6M:   304.84%
Volatility 1Y:   -
Volatility 3Y:   -