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JP Morgan Put 140 SND 21.06.2024/  DE000JL05VM3  /

EUWAX
2024-06-05  9:52:31 AM Chg.-0.002 Bid11:17:52 AM Ask11:17:52 AM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.008
Bid Size: 7,500		 0.110
Ask Size: 7,500		 SCHNEIDER ELEC. INH.... 140.00 - 2024-06-21 Put
 

Master data

WKN: JL05VM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -204.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.39
Historic volatility: 0.21
Parity: -8.44
Time value: 0.11
Break-even: 138.90
Moneyness: 0.62
Premium: 0.38
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 1,000.00%
Delta: -0.04
Theta: -0.17
Omega: -7.72
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -77.14%
3 Months
  -87.69%
YTD
  -96.00%
1 Year
  -99.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.032 0.007
6M High / 6M Low: 0.330 0.007
High (YTD): 2024-01-05 0.270
Low (YTD): 2024-05-27 0.007
52W High: 2023-10-25 1.280
52W Low: 2024-05-27 0.007
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   909.091
Avg. price 6M:   0.106
Avg. volume 6M:   320
Avg. price 1Y:   0.448
Avg. volume 1Y:   156.250
Volatility 1M:   1,048.43%
Volatility 6M:   432.34%
Volatility 1Y:   314.66%
Volatility 3Y:   -