JP Morgan Put 580 1YD 21.06.2024/  DE000JS2EGZ0  /

EUWAX
2024-04-03  9:54:32 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.002EUR - -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 580.00 - 2024-06-21 Put
 

Master data

WKN: JS2EGZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Put
Strike price: 580.00 -
Maturity: 2024-06-21
Issue date: 2022-12-15
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: 1.39
Historic volatility: 0.33
Parity: -5.95
Time value: 0.20
Break-even: 560.00
Moneyness: 0.49
Premium: 0.52
Premium p.a.: 13.80
Spread abs.: 0.20
Spread %: 9,900.00%
Delta: -0.06
Theta: -0.64
Omega: -3.39
Rho: -0.14
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -60.00%
YTD
  -77.78%
1 Year
  -99.63%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.002 0.002
6M High / 6M Low: 0.190 0.002
High (YTD): 2024-01-05 0.016
Low (YTD): 2024-04-03 0.002
52W High: 2023-05-05 0.620
52W Low: 2024-04-03 0.002
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.145
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   272.86%
Volatility 1Y:   208.10%
Volatility 3Y:   -