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JP Morgan Put 300 SRT3 21.06.2024/  DE000JL0Z0G0  /

EUWAX
23/05/2024  18:27:35 Chg.+0.050 Bid20:16:05 Ask20:16:05 Underlying Strike price Expiration date Option type
0.400EUR +14.29% 0.410
Bid Size: 20,000		 0.420
Ask Size: 20,000		 SARTORIUS AG VZO O.N... 300.00 - 21/06/2024 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: 21/06/2024
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -6.95
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.36
Implied volatility: 0.45
Historic volatility: 0.46
Parity: 0.36
Time value: 0.02
Break-even: 262.00
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.70%
Delta: -0.82
Theta: -0.13
Omega: -5.70
Rho: -0.20
 

Quote data

Open: 0.380
High: 0.400
Low: 0.380
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.03%
1 Month  
+60.00%
3 Months  
+122.22%
YTD  
+42.86%
1 Year  
+2.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.350 0.200
6M High / 6M Low: 0.470 0.081
High (YTD): 17/01/2024 0.410
Low (YTD): 22/03/2024 0.081
52W High: 30/10/2023 0.890
52W Low: 22/03/2024 0.081
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.338
Avg. volume 1Y:   0.000
Volatility 1M:   270.28%
Volatility 6M:   254.02%
Volatility 1Y:   207.87%
Volatility 3Y:   -