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JP Morgan Put 50 FRA 21.06.2024/  DE000JL0HB78  /

EUWAX
2024-06-07  6:26:53 PM Chg.- Bid9:17:03 AM Ask9:17:03 AM Underlying Strike price Expiration date Option type
0.022EUR - 0.029
Bid Size: 2,000		 0.130
Ask Size: 2,000		 FRAPORT AG FFM.AIRPO... 50.00 - 2024-06-21 Put
 

Master data

WKN: JL0HB7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.27
Historic volatility: 0.28
Parity: -0.40
Time value: 0.32
Break-even: 46.80
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 31.93
Spread abs.: 0.30
Spread %: 1,291.30%
Delta: -0.33
Theta: -0.18
Omega: -5.55
Rho: -0.01
 

Quote data

Open: 0.018
High: 0.024
Low: 0.018
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -94.21%
3 Months
  -92.14%
YTD
  -92.14%
1 Year
  -97.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.022
1M High / 1M Low: 0.380 0.022
6M High / 6M Low: 0.640 0.022
High (YTD): 2024-04-16 0.640
Low (YTD): 2024-06-07 0.022
52W High: 2023-10-20 0.850
52W Low: 2024-06-07 0.022
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   0.462
Avg. volume 1Y:   0.000
Volatility 1M:   436.22%
Volatility 6M:   234.92%
Volatility 1Y:   180.11%
Volatility 3Y:   -