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JP Morgan Put 120 DYH 20.09.2024/  DE000JL31ST0  /

EUWAX
2024-06-07  10:13:26 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 TARGET CORP. DL-... 120.00 - 2024-09-20 Put
 

Master data

WKN: JL31ST
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TARGET CORP. DL-,0833
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2024-09-20
Issue date: 2023-06-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -71.14
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.29
Parity: -1.52
Time value: 0.19
Break-even: 118.10
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.09
Spread %: 90.00%
Delta: -0.17
Theta: -0.02
Omega: -11.99
Rho: -0.07
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.91%
1 Month
  -8.33%
3 Months     0.00%
YTD
  -80.00%
1 Year
  -92.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.056
1M High / 1M Low: 0.140 0.056
6M High / 6M Low: 0.700 0.056
High (YTD): 2024-01-18 0.670
Low (YTD): 2024-06-03 0.056
52W High: 2023-10-09 2.140
52W Low: 2024-06-03 0.056
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.832
Avg. volume 1Y:   0.000
Volatility 1M:   302.79%
Volatility 6M:   196.66%
Volatility 1Y:   154.71%
Volatility 3Y:   -