JP Morgan Put 60 2OY 21.06.2024/  DE000JS7TCZ6  /

EUWAX
2024-05-17  11:18:57 AM Chg.-0.030 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.210EUR -12.50% -
Bid Size: -
-
Ask Size: -
DOW INC. D... 60.00 - 2024-06-21 Put
 

Master data

WKN: JS7TCZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.68
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: -
Historic volatility: 0.18
Parity: 0.55
Time value: -0.32
Break-even: 57.70
Moneyness: 1.10
Premium: -0.06
Premium p.a.: -0.48
Spread abs.: 0.02
Spread %: 9.52%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -53.33%
3 Months
  -67.69%
YTD
  -68.18%
1 Year
  -82.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.490 0.210
6M High / 6M Low: 0.960 0.210
High (YTD): 2024-01-18 0.810
Low (YTD): 2024-05-17 0.210
52W High: 2023-05-31 1.300
52W Low: 2024-05-17 0.210
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.599
Avg. volume 6M:   0.000
Avg. price 1Y:   0.810
Avg. volume 1Y:   0.000
Volatility 1M:   138.60%
Volatility 6M:   111.51%
Volatility 1Y:   92.68%
Volatility 3Y:   -