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JP Morgan Put 66 BNR 20.12.2024/  DE000JB48ZV6  /

EUWAX
2024-05-28  9:01:03 AM Chg.-0.010 Bid2:46:51 PM Ask2:46:51 PM Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.420
Bid Size: 100,000		 0.430
Ask Size: 100,000		 BRENNTAG SE NA O.N. 66.00 EUR 2024-12-20 Put
 

Master data

WKN: JB48ZV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 66.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.27
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.03
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.03
Time value: 0.40
Break-even: 61.70
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 7.50%
Delta: -0.43
Theta: -0.01
Omega: -6.54
Rho: -0.18
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+44.44%
3 Months  
+143.75%
YTD  
+85.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.430 0.190
6M High / 6M Low: 0.430 0.120
High (YTD): 2024-05-24 0.430
Low (YTD): 2024-03-06 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.90%
Volatility 6M:   147.87%
Volatility 1Y:   -
Volatility 3Y:   -