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JP Morgan Put 65 ADM 21.06.2024/  DE000JL6NRQ5  /

EUWAX
2024-05-17  10:53:19 AM Chg.-0.110 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.350EUR -23.91% -
Bid Size: -		 -
Ask Size: -		 Archer Daniels Midla... 65.00 USD 2024-06-21 Put
 

Master data

WKN: JL6NRQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Archer Daniels Midland Company
Type: Warrant
Option type: Put
Strike price: 65.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.91
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.31
Implied volatility: 0.28
Historic volatility: 0.30
Parity: 0.31
Time value: 0.07
Break-even: 56.01
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 8.57%
Delta: -0.70
Theta: -0.02
Omega: -10.49
Rho: -0.04
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month
  -35.19%
3 Months
  -67.59%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.290
1M High / 1M Low: 0.650 0.290
6M High / 6M Low: 1.300 0.130
High (YTD): 2024-01-25 1.300
Low (YTD): 2024-01-03 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.27%
Volatility 6M:   401.04%
Volatility 1Y:   -
Volatility 3Y:   -