JP Morgan Put 60 BSN 20.06.2025/  DE000JK76C79  /

EUWAX
2024-05-02  2:35:14 PM Chg.- Bid5:50:38 PM Ask5:50:38 PM Underlying Strike price Expiration date Option type
0.610EUR - -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 60.00 EUR 2025-06-20 Put
 

Master data

WKN: JK76C7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.51
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.01
Implied volatility: 0.31
Historic volatility: 0.13
Parity: 0.01
Time value: 0.62
Break-even: 53.70
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.28%
Delta: -0.39
Theta: -0.01
Omega: -3.69
Rho: -0.32
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.670 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -