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JP Morgan Put 56 BSN 21.06.2024/  DE000JB3NPZ9  /

EUWAX
2024-05-16  11:19:15 AM Chg.- Bid10:51:27 AM Ask10:51:27 AM Underlying Strike price Expiration date Option type
0.023EUR - 0.022
Bid Size: 100,000		 0.032
Ask Size: 100,000		 DANONE S.A. EO -,25 56.00 EUR 2024-06-21 Put
 

Master data

WKN: JB3NPZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Put
Strike price: 56.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.13
Parity: -0.39
Time value: 0.17
Break-even: 54.30
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 1.53
Spread abs.: 0.15
Spread %: 672.73%
Delta: -0.29
Theta: -0.04
Omega: -10.17
Rho: -0.02
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -84.67%
3 Months
  -80.83%
YTD
  -89.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.023
1M High / 1M Low: 0.150 0.023
6M High / 6M Low: 0.280 0.023
High (YTD): 2024-04-10 0.190
Low (YTD): 2024-05-16 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.60%
Volatility 6M:   162.42%
Volatility 1Y:   -
Volatility 3Y:   -