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JP Morgan Put 54 MDLZ 17.01.2025/  DE000JB32PS7  /

EUWAX
2024-06-06  11:26:56 AM Chg.- Bid9:05:58 AM Ask9:05:58 AM Underlying Strike price Expiration date Option type
0.059EUR - 0.057
Bid Size: 10,000		 0.067
Ask Size: 10,000		 Mondelez Internation... 54.00 USD 2025-01-17 Put
 

Master data

WKN: JB32PS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 54.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -98.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -1.29
Time value: 0.06
Break-even: 49.03
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 16.95%
Delta: -0.09
Theta: 0.00
Omega: -9.33
Rho: -0.04
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.84%
1 Month  
+7.27%
3 Months
  -26.25%
YTD
  -54.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.058
1M High / 1M Low: 0.069 0.040
6M High / 6M Low: 0.160 0.040
High (YTD): 2024-01-05 0.130
Low (YTD): 2024-05-20 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.25%
Volatility 6M:   117.37%
Volatility 1Y:   -
Volatility 3Y:   -