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JP Morgan Put 215 BOX 21.06.2024/  DE000JB5EQA4  /

EUWAX
2024-06-04  12:31:10 PM Chg.-0.039 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.081EUR -32.50% -
Bid Size: -		 -
Ask Size: -		 BECTON, DICKINSON ... 215.00 - 2024-06-21 Put
 

Master data

WKN: JB5EQA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BECTON, DICKINSON DL 1
Type: Warrant
Option type: Put
Strike price: 215.00 -
Maturity: 2024-06-21
Issue date: 2023-11-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -81.10
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.40
Time value: 0.27
Break-even: 212.30
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.91
Spread abs.: 0.20
Spread %: 309.09%
Delta: -0.34
Theta: -0.12
Omega: -27.72
Rho: -0.04
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.50%
1 Month
  -61.43%
3 Months
  -89.62%
YTD
  -90.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.120
1M High / 1M Low: 0.310 0.120
6M High / 6M Low: 1.330 0.120
High (YTD): 2024-01-18 1.120
Low (YTD): 2024-06-03 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   0.667
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   446.15%
Volatility 6M:   251.52%
Volatility 1Y:   -
Volatility 3Y:   -