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JP Morgan Put 160 TXN 18.10.2024/  DE000JB7AVC4  /

EUWAX
2024-06-03  10:05:10 AM Chg.-0.020 Bid10:30:12 AM Ask10:30:12 AM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.150
Bid Size: 2,000		 0.300
Ask Size: 2,000		 Texas Instruments In... 160.00 USD 2024-10-18 Put
 

Master data

WKN: JB7AVC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-10-18
Issue date: 2023-12-06
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.96
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -3.23
Time value: 0.31
Break-even: 144.33
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.61
Spread abs.: 0.15
Spread %: 93.75%
Delta: -0.14
Theta: -0.03
Omega: -8.13
Rho: -0.11
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -71.15%
3 Months
  -83.87%
YTD
  -85.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.520 0.110
6M High / 6M Low: - -
High (YTD): 2024-02-14 1.360
Low (YTD): 2024-05-23 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -