OverviewChartNewsTraderScreen

JP Morgan Put 230 ADP 21.06.2024/  DE000JL78PL4  /

EUWAX
5/23/2024  10:01:00 AM Chg.-0.022 Bid2:03:25 PM Ask2:03:25 PM Underlying Strike price Expiration date Option type
0.071EUR -23.66% 0.069
Bid Size: 3,000		 0.099
Ask Size: 3,000		 Automatic Data Proce... 230.00 USD 6/21/2024 Put
 

Master data

WKN: JL78PL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 230.00 USD
Maturity: 6/21/2024
Issue date: 7/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -195.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -2.22
Time value: 0.12
Break-even: 211.27
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 2.31
Spread abs.: 0.04
Spread %: 50.00%
Delta: -0.11
Theta: -0.07
Omega: -22.39
Rho: -0.02
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.093
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.63%
1 Month
  -85.21%
3 Months
  -86.35%
YTD
  -95.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.078
1M High / 1M Low: 0.510 0.078
6M High / 6M Low: 1.710 0.078
High (YTD): 1/2/2024 1.450
Low (YTD): 5/20/2024 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.843
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   337.41%
Volatility 6M:   176.70%
Volatility 1Y:   -
Volatility 3Y:   -