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JP Morgan Put 90 ABL 21.06.2024/  DE000JS6ZRB4  /

EUWAX
05/06/2024  08:39:28 Chg.-0.001 Bid20:37:10 Ask20:37:10 Underlying Strike price Expiration date Option type
0.004EUR -20.00% 0.005
Bid Size: 30,000		 0.015
Ask Size: 30,000		 ABBOTT LABS 90.00 - 21/06/2024 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: 21/06/2024
Issue date: 31/01/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -396.04
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.50
Time value: 0.02
Break-even: 89.76
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 2.44
Spread abs.: 0.02
Spread %: 500.00%
Delta: -0.11
Theta: -0.02
Omega: -43.50
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -66.67%
3 Months
  -78.95%
YTD
  -95.65%
1 Year
  -99.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.012 0.005
6M High / 6M Low: 0.170 0.005
High (YTD): 03/01/2024 0.097
Low (YTD): 04/06/2024 0.005
52W High: 13/10/2023 0.680
52W Low: 04/06/2024 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   280.40%
Volatility 6M:   210.16%
Volatility 1Y:   172.14%
Volatility 3Y:   -