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JP Morgan Put 1150 MTD 20.12.2024/  DE000JB1F0V3  /

EUWAX
2024-05-22  2:22:41 PM Chg.- Bid11:17:18 AM Ask11:17:18 AM Underlying Strike price Expiration date Option type
0.230EUR - 0.240
Bid Size: 500		 2.240
Ask Size: 500		 Mettler Toledo Inter... 1,150.00 USD 2024-12-20 Put
 

Master data

WKN: JB1F0V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mettler Toledo International Inc
Type: Warrant
Option type: Put
Strike price: 1,150.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-31
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -6.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.29
Parity: -3.25
Time value: 2.08
Break-even: 854.49
Moneyness: 0.77
Premium: 0.38
Premium p.a.: 0.75
Spread abs.: 1.85
Spread %: 800.00%
Delta: -0.22
Theta: -0.69
Omega: -1.49
Rho: -3.00
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -71.60%
3 Months
  -77.23%
YTD
  -77.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.810 0.230
6M High / 6M Low: 1.550 0.230
High (YTD): 2024-01-05 1.410
Low (YTD): 2024-05-22 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   0.919
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.15%
Volatility 6M:   128.68%
Volatility 1Y:   -
Volatility 3Y:   -