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JP Morgan Put 95 MCHP 21.06.2024/  DE000JL9BXQ2  /

EUWAX
2024-06-05  9:21:24 AM Chg.+0.040 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.270EUR +17.39% -
Bid Size: -		 -
Ask Size: -		 Microchip Technology... 95.00 USD 2024-06-21 Put
 

Master data

WKN: JL9BXQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Put
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.57
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.09
Implied volatility: 0.30
Historic volatility: 0.29
Parity: 0.09
Time value: 0.17
Break-even: 84.73
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.54
Theta: -0.06
Omega: -18.29
Rho: -0.02
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.75%
1 Month
  -64.00%
3 Months
  -73.53%
YTD
  -69.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.150
1M High / 1M Low: 0.670 0.110
6M High / 6M Low: 1.460 0.110
High (YTD): 2024-02-15 1.460
Low (YTD): 2024-05-23 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   579.273
Avg. price 6M:   0.908
Avg. volume 6M:   101.952
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   423.75%
Volatility 6M:   235.04%
Volatility 1Y:   -
Volatility 3Y:   -