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JP Morgan Put 50 BK 21.06.2024/  DE000JS6H168  /

EUWAX
2024-05-13  11:43:40 AM Chg.0.000 Bid5:28:48 PM Ask5:28:48 PM Underlying Strike price Expiration date Option type
0.005EUR 0.00% 0.006
Bid Size: 50,000		 0.016
Ask Size: 50,000		 Bank of New York Mel... 50.00 - 2024-06-21 Put
 

Master data

WKN: JS6H16
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-02-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -96.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.43
Time value: 0.06
Break-even: 49.44
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.22
Spread abs.: 0.05
Spread %: 833.33%
Delta: -0.18
Theta: -0.02
Omega: -17.57
Rho: -0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -91.80%
3 Months
  -94.12%
YTD
  -97.37%
1 Year
  -99.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.005
1M High / 1M Low: 0.069 0.005
6M High / 6M Low: 0.540 0.005
High (YTD): 2024-01-05 0.220
Low (YTD): 2024-05-10 0.005
52W High: 2023-05-16 1.080
52W Low: 2024-05-10 0.005
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.459
Avg. volume 1Y:   0.000
Volatility 1M:   275.36%
Volatility 6M:   221.82%
Volatility 1Y:   171.06%
Volatility 3Y:   -