JP Morgan Put 260 AP3 17.12.2021/  DE000JN0CQ23  /

EUWAX
11/5/2021  9:32:18 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.082EUR - -
Bid Size: -
-
Ask Size: -
AIR PROD. CHEM. ... 260.00 - 12/17/2021 Put

Master data

WKN: JN0CQ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 12/17/2021
Issue date: 5/13/2021
Last trading day: 11/8/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.75
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.04
Implied volatility: 0.17
Historic volatility: 0.18
Parity: 0.04
Time value: 0.54
Break-even: 254.20
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 1.11
Spread abs.: 0.50
Spread %: 86.03%
Delta: -0.72
Theta: -0.43
Omega: -32.20
Rho: -0.05
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.110
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -89.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.230 0.082
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   196.84%
Volatility 1Y:   -
Volatility 3Y:   -