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JP Morgan Put 56 BNR 20.12.2024/  DE000JB4GFZ2  /

EUWAX
2024-05-28  9:53:11 AM Chg.0.000 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 100,000		 0.130
Ask Size: 100,000		 BRENNTAG SE NA O.N. 56.00 EUR 2024-12-20 Put
 

Master data

WKN: JB4GFZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 56.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -43.77
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.97
Time value: 0.15
Break-even: 54.50
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.17
Theta: -0.01
Omega: -7.65
Rho: -0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+22.45%
3 Months  
+114.29%
YTD  
+30.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.096
1M High / 1M Low: 0.130 0.062
6M High / 6M Low: 0.150 0.039
High (YTD): 2024-05-24 0.130
Low (YTD): 2024-03-04 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.96%
Volatility 6M:   151.04%
Volatility 1Y:   -
Volatility 3Y:   -