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JP Morgan Put 240 GD 17.01.2025/  DE000JB4SZV4  /

EUWAX
2024-05-29  10:35:15 AM Chg.+0.020 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.220
Bid Size: 1,000		 0.420
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: -65.24
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.15
Parity: -5.28
Time value: 0.42
Break-even: 216.97
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.34
Spread abs.: 0.20
Spread %: 90.91%
Delta: -0.12
Theta: -0.02
Omega: -8.02
Rho: -0.24
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.89%
3 Months
  -70.67%
YTD
  -83.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: 1.650 0.190
High (YTD): 2024-01-17 1.620
Low (YTD): 2024-05-21 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.860
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.49%
Volatility 6M:   115.95%
Volatility 1Y:   -
Volatility 3Y:   -