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JP Morgan Put 150 TXN 20.06.2025/  DE000JB3H2F8  /

EUWAX
2024-06-03  10:29:11 AM Chg.-0.060 Bid10:39:57 AM Ask10:39:57 AM Underlying Strike price Expiration date Option type
0.460EUR -11.54% 0.460
Bid Size: 2,000		 0.760
Ask Size: 2,000		 Texas Instruments In... 150.00 USD 2025-06-20 Put
 

Master data

WKN: JB3H2F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2025-06-20
Issue date: 2023-10-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.68
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -4.15
Time value: 0.73
Break-even: 130.94
Moneyness: 0.77
Premium: 0.27
Premium p.a.: 0.26
Spread abs.: 0.28
Spread %: 61.22%
Delta: -0.16
Theta: -0.02
Omega: -4.06
Rho: -0.39
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -48.89%
3 Months
  -61.02%
YTD
  -62.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 0.900 0.420
6M High / 6M Low: 1.650 0.420
High (YTD): 2024-02-14 1.500
Low (YTD): 2024-05-23 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   1.150
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.48%
Volatility 6M:   99.15%
Volatility 1Y:   -
Volatility 3Y:   -