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JP Morgan Put 1000 MTD 20.12.2024/  DE000JB2CAF8  /

EUWAX
2024-05-28  8:53:23 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Mettler Toledo Inter... 1,000.00 USD 2024-12-20 Put
 

Master data

WKN: JB2CAF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Put
Strike price: 1,000.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-12
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -6.98
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.28
Parity: -4.42
Time value: 1.95
Break-even: 725.51
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 0.97
Spread abs.: 1.84
Spread %: 1,666.67%
Delta: -0.18
Theta: -0.73
Omega: -1.27
Rho: -2.50
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -68.42%
3 Months
  -74.47%
YTD
  -78.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.370 0.110
6M High / 6M Low: 0.950 0.110
High (YTD): 2024-01-05 0.780
Low (YTD): 2024-05-23 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.60%
Volatility 6M:   134.87%
Volatility 1Y:   -
Volatility 3Y:   -