OverviewChartNewsTraderScreen

JP Morgan Put 115 SND 20.12.2024/  DE000JB46QU1  /

EUWAX
2024-05-24  8:59:02 AM Chg.+0.002 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.051EUR +4.08% -
Bid Size: -		 -
Ask Size: -		 SCHNEIDER ELEC. INH.... 115.00 EUR 2024-12-20 Put
 

Master data

WKN: JB46QU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 115.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -31.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.21
Parity: -12.32
Time value: 0.75
Break-even: 107.50
Moneyness: 0.48
Premium: 0.55
Premium p.a.: 1.15
Spread abs.: 0.70
Spread %: 1,342.31%
Delta: -0.08
Theta: -0.05
Omega: -2.39
Rho: -0.15
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month
  -48.48%
3 Months
  -57.50%
YTD
  -78.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.049
1M High / 1M Low: 0.099 0.048
6M High / 6M Low: 0.350 0.048
High (YTD): 2024-01-05 0.300
Low (YTD): 2024-05-16 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.38%
Volatility 6M:   96.35%
Volatility 1Y:   -
Volatility 3Y:   -