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JP Morgan Put 240 GD 17.01.2025/  DE000JB4SZV4  /

EUWAX
2024-06-11  10:53:04 AM Chg.+0.050 Bid1:46:10 PM Ask1:46:10 PM Underlying Strike price Expiration date Option type
0.230EUR +27.78% 0.220
Bid Size: 1,000		 0.370
Ask Size: 1,000		 General Dynamics Cor... 240.00 USD 2025-01-17 Put
 

Master data

WKN: JB4SZV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: General Dynamics Corporation
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.78
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.15
Parity: -5.08
Time value: 0.41
Break-even: 218.88
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 95.24%
Delta: -0.13
Theta: -0.02
Omega: -8.35
Rho: -0.23
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month     0.00%
3 Months
  -67.14%
YTD
  -82.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.250 0.180
6M High / 6M Low: 1.620 0.180
High (YTD): 2024-01-17 1.620
Low (YTD): 2024-06-10 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.769
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.61%
Volatility 6M:   125.41%
Volatility 1Y:   -
Volatility 3Y:   -