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JP Morgan Put 40 CMCSA 19.07.2024/  DE000JB6YK06  /

EUWAX
2024-05-23  10:45:00 AM Chg.+0.030 Bid1:04:29 PM Ask1:04:29 PM Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 Comcast Corporation 40.00 USD 2024-07-19 Put
 

Master data

WKN: JB6YK0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.91
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.10
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.10
Time value: 0.09
Break-even: 35.05
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 5.56%
Delta: -0.57
Theta: -0.01
Omega: -10.73
Rho: -0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month  
+26.67%
3 Months  
+26.67%
YTD  
+35.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: 0.270 0.068
High (YTD): 2024-04-26 0.270
Low (YTD): 2024-01-30 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   433.91%
Volatility 6M:   241.12%
Volatility 1Y:   -
Volatility 3Y:   -