OverviewChartNewsTraderScreen

JP Morgan Put 62 KTF 21.06.2024/  DE000JS81LR9  /

EUWAX
2024-05-15  9:59:01 AM Chg.0.000 Bid7:53:00 PM Ask7:53:00 PM Underlying Strike price Expiration date Option type
0.006EUR 0.00% 0.007
Bid Size: 75,000		 0.017
Ask Size: 75,000		 MONDELEZ INTL INC. A 62.00 - 2024-06-21 Put
 

Master data

WKN: JS81LR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Put
Strike price: 62.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -415.73
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.45
Time value: 0.02
Break-even: 61.84
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 166.67%
Delta: -0.09
Theta: -0.01
Omega: -37.33
Rho: -0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -92.41%
3 Months
  -89.29%
YTD
  -92.68%
1 Year
  -97.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.006
1M High / 1M Low: 0.093 0.006
6M High / 6M Low: 0.130 0.006
High (YTD): 2024-04-16 0.093
Low (YTD): 2024-05-14 0.006
52W High: 2023-10-13 0.510
52W Low: 2024-05-14 0.006
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   0.000
Volatility 1M:   300.14%
Volatility 6M:   224.04%
Volatility 1Y:   202.92%
Volatility 3Y:   -