OverviewChartNewsTraderScreen

JP Morgan Put 300 SRT3 21.06.2024/  DE000JL0Z0G0  /

EUWAX
2024-05-27  12:26:35 PM Chg.+0.010 Bid3:19:49 PM Ask3:19:49 PM Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.470
Bid Size: 125,000		 0.480
Ask Size: 125,000		 SARTORIUS AG VZO O.N... 300.00 - 2024-06-21 Put
 

Master data

WKN: JL0Z0G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -5.16
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.58
Historic volatility: 0.46
Parity: 0.47
Time value: 0.02
Break-even: 251.00
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.85
Theta: -0.15
Omega: -4.39
Rho: -0.18
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month  
+92.00%
3 Months  
+166.67%
YTD  
+71.43%
1 Year  
+9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.330
1M High / 1M Low: 0.470 0.200
6M High / 6M Low: 0.470 0.081
High (YTD): 2024-05-24 0.470
Low (YTD): 2024-03-22 0.081
52W High: 2023-10-30 0.890
52W Low: 2024-03-22 0.081
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   264.80%
Volatility 6M:   255.66%
Volatility 1Y:   209.47%
Volatility 3Y:   -