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JP Morgan Put 68 BNR 21.06.2024/  DE000JB5EQD8  /

EUWAX
2024-05-20  12:19:33 PM Chg.+0.010 Bid3:07:03 PM Ask3:07:03 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 BRENNTAG SE NA O.N. 68.00 EUR 2024-06-21 Put
 

Master data

WKN: JB5EQD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.98
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.17
Time value: 0.17
Break-even: 66.30
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.71
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.37
Theta: -0.03
Omega: -14.98
Rho: -0.02
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+451.72%
1 Month  
+23.08%
3 Months  
+100.00%
YTD  
+86.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.029
1M High / 1M Low: 0.150 0.027
6M High / 6M Low: 0.230 0.027
High (YTD): 2024-05-17 0.150
Low (YTD): 2024-05-10 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,178.29%
Volatility 6M:   477.48%
Volatility 1Y:   -
Volatility 3Y:   -