JP Morgan Put 520 1YD 21.06.2024/  DE000JS2S3Z6  /

EUWAX
2024-04-03  8:15:06 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 520.00 - 2024-06-21 Put
 

Master data

WKN: JS2S3Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 520.00 -
Maturity: 2024-06-21
Issue date: 2022-12-06
Last trading day: 2024-04-03
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -58.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.56
Historic volatility: 0.33
Parity: -6.55
Time value: 0.20
Break-even: 500.00
Moneyness: 0.44
Premium: 0.57
Premium p.a.: 17.28
Spread abs.: 0.20
Spread %: 19,900.00%
Delta: -0.05
Theta: -0.66
Omega: -2.99
Rho: -0.12
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -66.67%
1 Year
  -99.76%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 2024-01-10 0.008
Low (YTD): 2024-04-03 0.001
52W High: 2023-05-04 0.450
52W Low: 2024-04-03 0.001
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.015
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   299.79%
Volatility 1Y:   226.18%
Volatility 3Y:   -