JP Morgan Put 280 APD 17.12.2021/  DE000JN0CRZ0  /

EUWAX
12/2/2021  9:27:04 AM Chg.+0.070 Bid8:45:32 PM Ask8:45:32 PM Underlying Strike price Expiration date Option type
0.320EUR +28.00% 0.260
Bid Size: 20,000
0.320
Ask Size: 20,000
Air Products & Chemi... 280.00 USD 12/17/2021 Put

Master data

WKN: JN0CRZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products & Chemicals Inc
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 12/17/2021
Issue date: 5/13/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.67
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.44
Time value: 0.59
Break-even: 241.47
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.64
Spread abs.: 0.20
Spread %: 33.90%
Delta: -0.54
Theta: -0.39
Omega: -22.89
Rho: -0.06
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+190.91%
1 Month
  -5.88%
3 Months
  -80.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.110
1M High / 1M Low: 0.340 0.083
6M High / 6M Low: 2.430 0.083
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   1.104
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   380.65%
Volatility 6M:   217.67%
Volatility 1Y:   -
Volatility 3Y:   -