JP Morgan Put 90 DUK 21.06.2024/  DE000JS86GA4  /

EUWAX
2024-06-18  10:36:05 AM Chg.-0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR -50.00% -
Bid Size: -
-
Ask Size: -
Duke Energy Corp New 90.00 - 2024-06-21 Put
 

Master data

WKN: JS86GA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Duke Energy Corp New
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.15
Parity: -0.39
Time value: 0.15
Break-even: 88.50
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 3,650.00%
Delta: -0.29
Theta: -0.45
Omega: -18.26
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -80.00%
3 Months
  -98.80%
YTD
  -99.19%
1 Year
  -99.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.005
1M High / 1M Low: 0.019 0.004
6M High / 6M Low: 0.460 0.004
High (YTD): 2024-02-15 0.460
Low (YTD): 2024-06-05 0.004
52W High: 2023-10-03 1.070
52W Low: 2024-06-05 0.004
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   0.000
Volatility 1M:   679.07%
Volatility 6M:   330.91%
Volatility 1Y:   243.92%
Volatility 3Y:   -