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JP Morgan Put 900 1N8 20.09.2024/  DE000JB7ZYX1  /

EUWAX
2024-06-11  9:24:15 AM Chg.0.000 Bid11:02:12 AM Ask11:02:12 AM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.140
Bid Size: 50,000		 0.160
Ask Size: 50,000		 ADYEN N.V. E... 900.00 EUR 2024-09-20 Put
 

Master data

WKN: JB7ZYX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ADYEN N.V. EO-,01
Type: Warrant
Option type: Put
Strike price: 900.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -27.22
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.69
Parity: -3.25
Time value: 0.45
Break-even: 855.00
Moneyness: 0.73
Premium: 0.30
Premium p.a.: 1.59
Spread abs.: 0.30
Spread %: 200.00%
Delta: -0.15
Theta: -0.53
Omega: -4.17
Rho: -0.64
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -21.05%
3 Months
  -28.57%
YTD
  -74.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.730 0.095
High (YTD): 2024-01-05 0.730
Low (YTD): 2024-04-02 0.095
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.70%
Volatility 6M:   165.51%
Volatility 1Y:   -
Volatility 3Y:   -