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JP Morgan Put 265 ROK 21.06.2024/  DE000JB63RH1  /

EUWAX
2024-06-07  10:30:50 AM Chg.+0.200 Bid4:52:31 PM Ask4:52:31 PM Underlying Strike price Expiration date Option type
1.080EUR +22.73% 1.050
Bid Size: 20,000		 1.080
Ask Size: 20,000		 Rockwell Automation ... 265.00 USD 2024-06-21 Put
 

Master data

WKN: JB63RH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Put
Strike price: 265.00 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: -21.10
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.89
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.89
Time value: 0.22
Break-even: 232.19
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.09
Spread %: 9.01%
Delta: -0.71
Theta: -0.16
Omega: -15.01
Rho: -0.07
 

Quote data

Open: 1.080
High: 1.080
Low: 1.080
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.92%
1 Month  
+5.88%
3 Months  
+27.06%
YTD  
+27.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.880
1M High / 1M Low: 1.300 0.460
6M High / 6M Low: 1.970 0.460
High (YTD): 2024-02-07 1.970
Low (YTD): 2024-05-16 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.787
Avg. volume 1M:   0.000
Avg. price 6M:   1.033
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.01%
Volatility 6M:   300.07%
Volatility 1Y:   -
Volatility 3Y:   -