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JP Morgan Put 16 PHI1 20.12.2024/  DE000JS733Z3  /

EUWAX
2024-06-03  8:54:33 AM Chg.0.000 Bid7:03:35 PM Ask7:03:35 PM Underlying Strike price Expiration date Option type
0.016EUR 0.00% 0.018
Bid Size: 10,000		 0.110
Ask Size: 10,000		 KONINKL. PHILIPS EO ... 16.00 - 2024-12-20 Put
 

Master data

WKN: JS733Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-03-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.73
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.37
Parity: -0.89
Time value: 0.12
Break-even: 14.80
Moneyness: 0.64
Premium: 0.41
Premium p.a.: 0.86
Spread abs.: 0.10
Spread %: 650.00%
Delta: -0.13
Theta: -0.01
Omega: -2.75
Rho: -0.02
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -15.79%
3 Months
  -85.45%
YTD
  -82.22%
1 Year
  -92.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.016
1M High / 1M Low: 0.020 0.015
6M High / 6M Low: 0.160 0.015
High (YTD): 2024-03-04 0.110
Low (YTD): 2024-05-22 0.015
52W High: 2023-06-07 0.220
52W Low: 2024-05-22 0.015
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.118
Avg. volume 1Y:   0.000
Volatility 1M:   140.39%
Volatility 6M:   155.81%
Volatility 1Y:   128.96%
Volatility 3Y:   -