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JP Morgan Put 540 KLAC 21.06.2024/  DE000JB5LWF6  /

EUWAX
2024-06-06  12:30:09 PM Chg.-0.003 Bid8:26:52 PM Ask8:26:52 PM Underlying Strike price Expiration date Option type
0.002EUR -60.00% 0.005
Bid Size: 2,000		 0.310
Ask Size: 2,000		 KLA Corporation 540.00 USD 2024-06-21 Put
 

Master data

WKN: JB5LWF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KLA Corporation
Type: Warrant
Option type: Put
Strike price: 540.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.90
Historic volatility: 0.29
Parity: -22.53
Time value: 2.00
Break-even: 476.60
Moneyness: 0.69
Premium: 0.34
Premium p.a.: 0.00
Spread abs.: 2.00
Spread %: 99,900.00%
Delta: -0.12
Theta: -1.87
Omega: -4.40
Rho: -0.04
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.33%
1 Month
  -98.46%
3 Months
  -99.64%
YTD
  -99.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.005
1M High / 1M Low: 0.130 0.004
6M High / 6M Low: 4.930 0.004
High (YTD): 2024-01-08 4.040
Low (YTD): 2024-05-28 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   1.329
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   687.17%
Volatility 6M:   387.56%
Volatility 1Y:   -
Volatility 3Y:   -