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JP Morgan Put 10 RUN 21.06.2024/  DE000JL003R5  /

EUWAX
2024-05-31  4:00:56 PM Chg.-0.008 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.011EUR -42.11% -
Bid Size: -		 -
Ask Size: -		 Sunrun Inc 10.00 - 2024-06-21 Put
 

Master data

WKN: JL003R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Sunrun Inc
Type: Warrant
Option type: Put
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2023-03-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -70.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.09
Historic volatility: 0.77
Parity: -0.33
Time value: 0.02
Break-even: 9.81
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 70.94
Spread abs.: 0.01
Spread %: 111.11%
Delta: -0.10
Theta: -0.02
Omega: -7.31
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.011
Low: 0.010
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.44%
1 Month
  -90.83%
3 Months
  -91.54%
YTD
  -84.72%
1 Year
  -92.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.011
1M High / 1M Low: 0.140 0.011
6M High / 6M Low: 0.200 0.011
High (YTD): 2024-03-15 0.200
Low (YTD): 2024-05-31 0.011
52W High: 2023-10-30 0.310
52W Low: 2024-05-31 0.011
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   0.000
Volatility 1M:   454.66%
Volatility 6M:   252.49%
Volatility 1Y:   200.37%
Volatility 3Y:   -