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JP Morgan Put 145 SND 21.06.2024/  DE000JL05VN1  /

EUWAX
2024-06-05  9:52:32 AM Chg.0.000 Bid6:26:18 PM Ask6:26:18 PM Underlying Strike price Expiration date Option type
0.011EUR 0.00% 0.011
Bid Size: 500		 0.110
Ask Size: 500		 SCHNEIDER ELEC. INH.... 145.00 - 2024-06-21 Put
 

Master data

WKN: JL05VN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 145.00 -
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: 1.30
Historic volatility: 0.21
Parity: -7.94
Time value: 0.11
Break-even: 143.90
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 1,000.00%
Delta: -0.04
Theta: -0.16
Omega: -8.21
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -47.62%
1 Month
  -71.05%
3 Months
  -84.93%
YTD
  -95.22%
1 Year
  -98.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.011
1M High / 1M Low: 0.035 0.009
6M High / 6M Low: 0.400 0.009
High (YTD): 2024-01-05 0.330
Low (YTD): 2024-05-27 0.009
52W High: 2023-10-24 1.540
52W Low: 2024-05-27 0.009
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   0.531
Avg. volume 1Y:   0.000
Volatility 1M:   383.37%
Volatility 6M:   199.28%
Volatility 1Y:   161.43%
Volatility 3Y:   -