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JP Morgan Put 250 ADP 21.06.2024/  DE000JL8UNB7  /

EUWAX
2024-05-23  11:07:50 AM Chg.-0.110 Bid1:34:27 PM Ask1:34:27 PM Underlying Strike price Expiration date Option type
0.390EUR -22.00% 0.390
Bid Size: 7,500		 0.410
Ask Size: 7,500		 Automatic Data Proce... 250.00 USD 2024-06-21 Put
 

Master data

WKN: JL8UNB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.45
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.37
Time value: 0.42
Break-even: 226.79
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 4.65%
Delta: -0.37
Theta: -0.09
Omega: -21.12
Rho: -0.07
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.63%
1 Month
  -68.03%
3 Months
  -64.86%
YTD
  -83.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.500
1M High / 1M Low: 1.300 0.500
6M High / 6M Low: 2.650 0.500
High (YTD): 2024-01-05 2.340
Low (YTD): 2024-05-22 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   1.626
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.68%
Volatility 6M:   154.76%
Volatility 1Y:   -
Volatility 3Y:   -