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JP Morgan Put 110 SQU 21.06.2024/  DE000JL0LU46  /

EUWAX
2024-05-03  8:53:53 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.210EUR -16.00% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 110.00 - 2024-06-21 Put
 

Master data

WKN: JL0LU4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -28.23
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.14
Parity: -0.01
Time value: 0.39
Break-even: 106.10
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.15
Spread %: 62.50%
Delta: -0.46
Theta: -0.04
Omega: -12.86
Rho: -0.07
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+23.53%
3 Months
  -30.00%
YTD
  -57.14%
1 Year
  -82.05%
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.420 0.170
6M High / 6M Low: 1.050 0.150
High (YTD): 2024-01-03 0.520
Low (YTD): 2024-03-28 0.150
52W High: 2023-10-23 1.440
52W Low: 2024-03-28 0.150
Avg. price 1W:   0.215
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.394
Avg. volume 6M:   0.000
Avg. price 1Y:   0.786
Avg. volume 1Y:   0.000
Volatility 1M:   325.50%
Volatility 6M:   206.98%
Volatility 1Y:   157.14%
Volatility 3Y:   -