JP Morgan Put 155 BA 16.08.2024/  DE000JB9JQX7  /

EUWAX
2024-05-15  9:53:19 AM Chg.+0.020 Bid10:31:29 AM Ask10:31:29 AM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.270
Bid Size: 7,500
0.280
Ask Size: 7,500
Boeing Co 155.00 USD 2024-08-16 Put
 

Master data

WKN: JB9JQX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Boeing Co
Type: Warrant
Option type: Put
Strike price: 155.00 USD
Maturity: 2024-08-16
Issue date: 2024-01-10
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -72.30
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -2.38
Time value: 0.23
Break-even: 141.02
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.15
Theta: -0.03
Omega: -10.61
Rho: -0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -52.54%
3 Months  
+3.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.680 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -