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JP Morgan Put 1000 MTD 20.12.2024/  DE000JB2CAF8  /

EUWAX
2024-06-03  8:56:28 AM Chg.-0.020 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.150
Bid Size: 500		 1.150
Ask Size: 500		 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: -12.21
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.29
Parity: -3.72
Time value: 1.06
Break-even: 815.47
Moneyness: 0.71
Premium: 0.37
Premium p.a.: 0.78
Spread abs.: 0.92
Spread %: 666.67%
Delta: -0.18
Theta: -0.48
Omega: -2.24
Rho: -1.88
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -54.55%
3 Months
  -63.41%
YTD
  -73.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.350 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:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.454
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.48%
Volatility 6M:   138.65%
Volatility 1Y:   -
Volatility 3Y:   -