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JP Morgan Put 40 DY6 20.06.2025/  DE000JB1ZYP0  /

EUWAX
2024-06-07  11:09:58 AM Chg.+0.010 Bid5:51:37 PM Ask5:51:37 PM Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.280
Bid Size: 150,000		 0.290
Ask Size: 150,000		 DEVON ENERGY CORP. D... 40.00 - 2025-06-20 Put
 

Master data

WKN: JB1ZYP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.85
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.29
Time value: 0.31
Break-even: 36.90
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 14.81%
Delta: -0.31
Theta: 0.00
Omega: -4.24
Rho: -0.17
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+12.00%
3 Months
  -39.13%
YTD
  -47.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.280 0.230
6M High / 6M Low: 0.700 0.230
High (YTD): 2024-01-19 0.700
Low (YTD): 2024-06-03 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.73%
Volatility 6M:   81.59%
Volatility 1Y:   -
Volatility 3Y:   -