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JP Morgan Put 900 1N8 20.12.2024/  DE000JB549W9  /

EUWAX
2024-06-10  12:36:05 PM Chg.- Bid11:02:26 AM Ask11:02:26 AM Underlying Strike price Expiration date Option type
0.350EUR - 0.340
Bid Size: 50,000		 0.360
Ask Size: 50,000		 ADYEN N.V. E... 900.00 EUR 2024-12-20 Put
 

Master data

WKN: JB549W
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: 2024-12-20
Issue date: 2023-11-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -14.08
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.69
Parity: -3.25
Time value: 0.87
Break-even: 813.00
Moneyness: 0.73
Premium: 0.34
Premium p.a.: 0.73
Spread abs.: 0.50
Spread %: 135.14%
Delta: -0.19
Theta: -0.42
Omega: -2.64
Rho: -1.67
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.45%
1 Month
  -10.26%
3 Months  
+2.94%
YTD
  -53.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.440 0.320
6M High / 6M Low: 0.940 0.220
High (YTD): 2024-01-05 0.940
Low (YTD): 2024-03-28 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.17%
Volatility 6M:   146.63%
Volatility 1Y:   -
Volatility 3Y:   -