JP Morgan Put 47.5 C 21.06.2024/  DE000JB7D3S9  /

EUWAX
2024-05-31  12:19:07 PM Chg.+0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.005EUR +25.00% -
Bid Size: -
-
Ask Size: -
Citigroup Inc 47.50 USD 2024-06-21 Put
 

Master data

WKN: JB7D3S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Citigroup Inc
Type: Warrant
Option type: Put
Strike price: 47.50 USD
Maturity: 2024-06-21
Issue date: 2023-12-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -381.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.19
Parity: -1.33
Time value: 0.02
Break-even: 43.70
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 38.55
Spread abs.: 0.01
Spread %: 200.00%
Delta: -0.04
Theta: -0.02
Omega: -14.79
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -16.67%
3 Months
  -92.06%
YTD
  -97.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.008 0.002
6M High / 6M Low: - -
High (YTD): 2024-01-18 0.160
Low (YTD): 2024-05-28 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   495.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -