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JP Morgan Put 48 SLB 07.06.2024/  DE000JK8ZA06  /

EUWAX
2024-05-23  12:24:53 PM Chg.+0.080 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.220EUR +57.14% -
Bid Size: -		 -
Ask Size: -		 Schlumberger Ltd 48.00 USD 2024-06-07 Put
 

Master data

WKN: JK8ZA0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Put
Strike price: 48.00 USD
Maturity: 2024-06-07
Issue date: 2024-05-13
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.89
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.14
Implied volatility: 0.47
Historic volatility: 0.25
Parity: 0.14
Time value: 0.10
Break-even: 41.94
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.61
Theta: -0.05
Omega: -10.89
Rho: -0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -