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JP Morgan Put 82 BABA 21.06.2024/  DE000JB1VMC2  /

EUWAX
2024-05-17  1:44:47 PM Chg.-0.190 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.140EUR -57.58% -
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: -44.32
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.33
Parity: -0.43
Time value: 0.18
Break-even: 73.65
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.29
Theta: -0.04
Omega: -12.72
Rho: -0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.21%
1 Month
  -88.43%
3 Months
  -85.57%
YTD
  -84.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.140
1M High / 1M Low: 1.340 0.140
6M High / 6M Low: 1.470 0.140
High (YTD): 2024-01-19 1.470
Low (YTD): 2024-05-17 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   0.000
Avg. price 6M:   0.979
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   427.04%
Volatility 6M:   213.09%
Volatility 1Y:   -
Volatility 3Y:   -