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JP Morgan Put 45 BK 21.06.2024/  DE000JS6H150  /

EUWAX
2024-05-23  11:21:35 AM Chg.0.000 Bid3:37:10 PM Ask3:37:10 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 50,000		 0.019
Ask Size: 50,000		 Bank of New York Mel... 45.00 - 2024-06-21 Put
 

Master data

WKN: JS6H15
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-02-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -85.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.17
Parity: -0.95
Time value: 0.06
Break-even: 44.36
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 7.53
Spread abs.: 0.06
Spread %: 1,500.00%
Delta: -0.12
Theta: -0.03
Omega: -10.37
Rho: -0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -20.00%
3 Months
  -86.67%
YTD
  -95.00%
1 Year
  -99.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.002
1M High / 1M Low: 0.006 0.002
6M High / 6M Low: 0.200 0.002
High (YTD): 2024-01-05 0.096
Low (YTD): 2024-05-16 0.002
52W High: 2023-05-24 0.710
52W Low: 2024-05-16 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   0.256
Avg. volume 1Y:   0.000
Volatility 1M:   566.98%
Volatility 6M:   304.56%
Volatility 1Y:   229.30%
Volatility 3Y:   -