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JP Morgan Put 15 BE 21.06.2024/  DE000JL3C0H2  /

EUWAX
2024-06-04  8:55:31 AM Chg.+0.015 Bid3:00:20 PM Ask3:00:20 PM Underlying Strike price Expiration date Option type
0.059EUR +34.09% 0.067
Bid Size: 7,500		 0.097
Ask Size: 7,500		 Bloom Energy Corpora... 15.00 - 2024-06-21 Put
 

Master data

WKN: JL3C0H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-05-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.22
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.06
Implied volatility: 0.46
Historic volatility: 0.60
Parity: 0.06
Time value: 0.03
Break-even: 14.11
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 50.85%
Delta: -0.62
Theta: -0.02
Omega: -10.12
Rho: 0.00
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.94%
1 Month
  -84.47%
3 Months
  -89.65%
YTD
  -78.93%
1 Year
  -85.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.044
1M High / 1M Low: 0.380 0.044
6M High / 6M Low: 0.610 0.044
High (YTD): 2024-02-26 0.610
Low (YTD): 2024-06-03 0.044
52W High: 2024-02-26 0.610
52W Low: 2024-06-03 0.044
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.384
Avg. volume 1Y:   0.000
Volatility 1M:   358.13%
Volatility 6M:   179.11%
Volatility 1Y:   137.42%
Volatility 3Y:   -