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JP Morgan Put 36 BAC 21.06.2024/  DE000JS6UA22  /

EUWAX
2024-05-31  8:39:16 AM Chg.-0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR -57.14% -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 36.00 - 2024-06-21 Put
 

Master data

WKN: JS6UA2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -316.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -0.19
Time value: 0.01
Break-even: 35.88
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 1.62
Spread abs.: 0.01
Spread %: 500.00%
Delta: -0.13
Theta: -0.01
Omega: -40.27
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -78.57%
3 Months
  -94.23%
YTD
  -98.00%
1 Year
  -99.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.003
1M High / 1M Low: 0.020 0.003
6M High / 6M Low: 0.170 0.003
High (YTD): 2024-01-02 0.140
Low (YTD): 2024-05-31 0.003
52W High: 2023-10-04 0.590
52W Low: 2024-05-31 0.003
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   429.67%
Volatility 6M:   287.77%
Volatility 1Y:   223.51%
Volatility 3Y:   -