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JP Morgan Put 50 TRVC 21.06.2024/  DE000JS44S07  /

EUWAX
2024-06-04  10:09:28 AM Chg.- Bid9:13:09 AM Ask9:13:09 AM Underlying Strike price Expiration date Option type
0.006EUR - 0.006
Bid Size: 7,500		 0.016
Ask Size: 7,500		 CITIGROUP INC. DL -,... 50.00 - 2024-06-21 Put
 

Master data

WKN: JS44S0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-01-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -350.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -0.61
Time value: 0.02
Break-even: 49.84
Moneyness: 0.89
Premium: 0.11
Premium p.a.: 10.12
Spread abs.: 0.01
Spread %: 166.67%
Delta: -0.07
Theta: -0.02
Omega: -26.06
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -50.00%
3 Months
  -93.26%
YTD
  -97.60%
1 Year
  -99.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.005
1M High / 1M Low: 0.009 0.003
6M High / 6M Low: 0.470 0.003
High (YTD): 2024-01-18 0.240
Low (YTD): 2024-05-28 0.003
52W High: 2023-10-27 1.170
52W Low: 2024-05-28 0.003
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   471.24%
Volatility 6M:   286.53%
Volatility 1Y:   211.66%
Volatility 3Y:   -