JP Morgan Put 10 M 21.06.2024/  DE000JL4SBH2  /

EUWAX
2024-04-29  9:57:29 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.006EUR - -
Bid Size: -
-
Ask Size: -
Macys Inc 10.00 - 2024-06-21 Put
 

Master data

WKN: JL4SBH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Macys Inc
Type: Warrant
Option type: Put
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2023-06-05
Last trading day: 2024-04-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -287.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.46
Parity: -0.73
Time value: 0.01
Break-even: 9.94
Moneyness: 0.58
Premium: 0.42
Premium p.a.: 11.60
Spread abs.: 0.00
Spread %: 20.00%
Delta: -0.03
Theta: 0.00
Omega: -7.58
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -25.00%
3 Months
  -78.57%
YTD
  -64.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.006 0.006
1M High / 1M Low: 0.011 0.006
6M High / 6M Low: 0.150 0.006
High (YTD): 2024-01-23 0.035
Low (YTD): 2024-04-29 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.28%
Volatility 6M:   248.02%
Volatility 1Y:   -
Volatility 3Y:   -