JP Morgan Put 1100 MTO 21.04.2023/  DE000JQ40638  /

EUWAX
12/2/2022  4:55:57 PM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% -
Bid Size: -
-
Ask Size: -
METTLER-TOLEDO INTL 1,100.00 - 4/21/2023 Put

Master data

WKN: JQ4063
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: METTLER-TOLEDO INTL
Type: Warrant
Option type: Put
Strike price: 1,100.00 -
Maturity: 4/21/2023
Issue date: 8/31/2022
Last trading day: 4/20/2023
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.79
Historic volatility: 0.34
Parity: -3.11
Time value: 1.23
Break-even: 977.00
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 1.02
Spread abs.: 1.00
Spread %: 81.30%
Delta: -0.10
Theta: 0.13
Omega: -1.10
Rho: -0.98
 

Quote data

Open: 0.260
High: 0.260
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -67.53%
3 Months
  -71.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.770 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -