JP Morgan Put 25 BBY 21.05.2021/  DE000JJ3Z5J4  /

EUWAX
5/7/2021  8:18:05 AM Chg.-0.27 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
1.06EUR -20.30% -
Bid Size: -
-
Ask Size: -
BED BATH + BEYOND D... 25.00 - 5/21/2021 Put

Master data

WKN: JJ3Z5J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BED BATH + BEYOND DL-,01
Type: Warrant
Option type: Put
Strike price: 25.00 -
Maturity: 5/21/2021
Issue date: 1/19/2021
Last trading day: 5/20/2021
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -19.32
Leverage: Yes

Calculated values

Fair value: 5.16
Intrinsic value: 4.52
Implied volatility: -
Historic volatility: 0.84
Parity: 4.52
Time value: -3.46
Break-even: 23.94
Moneyness: 1.22
Premium: -0.17
Premium p.a.: -0.99
Spread abs.: 0.28
Spread %: 26.42%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month
  -26.39%
3 Months
  -70.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 0.98
1M High / 1M Low: 1.89 0.84
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -