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JP Morgan Put 60 BNR 21.06.2024/  DE000JL1A401  /

EUWAX
2024-05-03  8:56:45 AM Chg.-0.002 Bid9:00:39 AM Ask9:00:39 AM Underlying Strike price Expiration date Option type
0.012EUR -14.29% 0.012
Bid Size: 3,000		 0.052
Ask Size: 3,000		 BRENNTAG SE NA O.N. 60.00 - 2024-06-21 Put
 

Master data

WKN: JL1A40
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -141.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -1.51
Time value: 0.05
Break-even: 59.47
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 3.08
Spread abs.: 0.04
Spread %: 307.69%
Delta: -0.08
Theta: -0.02
Omega: -11.62
Rho: -0.01
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -36.84%
3 Months
  -63.64%
YTD
  -64.71%
1 Year
  -97.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.021 0.014
1M High / 1M Low: 0.030 0.014
6M High / 6M Low: 0.210 0.009
High (YTD): 2024-02-13 0.046
Low (YTD): 2024-03-01 0.009
52W High: 2023-07-19 0.430
52W Low: 2024-03-01 0.009
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   211.23%
Volatility 6M:   215.47%
Volatility 1Y:   170.46%
Volatility 3Y:   -