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JP Morgan Put 175 ADI 21.06.2024/  DE000JB5VE73  /

EUWAX
2024-06-07  10:29:00 AM Chg.+0.002 Bid8:06:59 PM Ask8:06:59 PM Underlying Strike price Expiration date Option type
0.009EUR +28.57% 0.012
Bid Size: 10,000		 0.042
Ask Size: 10,000		 Analog Devices Inc 175.00 USD 2024-06-21 Put
 

Master data

WKN: JB5VE7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 175.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -339.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.24
Parity: -5.73
Time value: 0.06
Break-even: 160.03
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 600.00%
Delta: -0.04
Theta: -0.12
Omega: -12.84
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -93.08%
3 Months
  -98.39%
YTD
  -98.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.005
1M High / 1M Low: 0.130 0.005
6M High / 6M Low: 1.020 0.005
High (YTD): 2024-01-17 0.970
Low (YTD): 2024-06-03 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.490
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   823.00%
Volatility 6M:   406.33%
Volatility 1Y:   -
Volatility 3Y:   -