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JP Morgan Put 90 ABL 21.06.2024/  DE000JS6ZRB4  /

EUWAX
5/28/2024  8:36:35 AM Chg.- Bid8:53:14 AM Ask8:53:14 AM Underlying Strike price Expiration date Option type
0.005EUR - 0.009
Bid Size: 5,000		 0.024
Ask Size: 5,000		 ABBOTT LABS 90.00 - 6/21/2024 Put
 

Master data

WKN: JS6ZRB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 6/21/2024
Issue date: 1/31/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -87.01
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.16
Parity: -0.57
Time value: 0.11
Break-even: 88.90
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.84
Spread abs.: 0.11
Spread %: 2,100.00%
Delta: -0.22
Theta: -0.05
Omega: -19.08
Rho: -0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -61.54%
3 Months
  -75.00%
YTD
  -94.57%
1 Year
  -98.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.005
1M High / 1M Low: 0.014 0.005
6M High / 6M Low: 0.180 0.005
High (YTD): 1/3/2024 0.097
Low (YTD): 5/28/2024 0.005
52W High: 10/13/2023 0.680
52W Low: 5/28/2024 0.005
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.213
Avg. volume 1Y:   0.000
Volatility 1M:   194.13%
Volatility 6M:   194.72%
Volatility 1Y:   162.78%
Volatility 3Y:   -