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JP Morgan Put 255 ROK 21.06.2024/  DE000JB63RF5  /

EUWAX
2024-06-07  10:30:49 AM Chg.+0.110 Bid6:14:42 PM Ask6:14:42 PM Underlying Strike price Expiration date Option type
0.530EUR +26.19% 0.490
Bid Size: 20,000		 0.520
Ask Size: 20,000		 Rockwell Automation ... 255.00 USD 2024-06-21 Put
 

Master data

WKN: JB63RF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Put
Strike price: 255.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.62
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.02
Time value: 0.64
Break-even: 227.72
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 1.07
Spread abs.: 0.09
Spread %: 16.36%
Delta: -0.47
Theta: -0.23
Omega: -17.29
Rho: -0.04
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.17%
1 Month
  -24.29%
3 Months
  -14.52%
YTD
  -20.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.420
1M High / 1M Low: 0.750 0.240
6M High / 6M Low: 1.530 0.240
High (YTD): 2024-02-07 1.530
Low (YTD): 2024-05-16 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   520.44%
Volatility 6M:   345.02%
Volatility 1Y:   -
Volatility 3Y:   -