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JP Morgan Put 74 BNR 21.06.2024/  DE000JL2JVG5  /

EUWAX
2024-05-20  12:27:47 PM Chg.+0.030 Bid1:27:31 PM Ask1:27:31 PM Underlying Strike price Expiration date Option type
0.640EUR +4.92% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 74.00 - 2024-06-21 Put
 

Master data

WKN: JL2JVG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 74.00 -
Maturity: 2024-06-21
Issue date: 2023-04-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.88
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 0.48
Historic volatility: 0.19
Parity: 0.43
Time value: 0.21
Break-even: 67.60
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 4.92%
Delta: -0.63
Theta: -0.05
Omega: -6.87
Rho: -0.04
 

Quote data

Open: 0.620
High: 0.640
Low: 0.620
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+357.14%
1 Month  
+77.78%
3 Months  
+236.84%
YTD  
+236.84%
1 Year
  -20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.140
1M High / 1M Low: 0.610 0.140
6M High / 6M Low: 0.610 0.096
High (YTD): 2024-05-17 0.610
Low (YTD): 2024-03-01 0.096
52W High: 2023-07-19 1.050
52W Low: 2024-03-01 0.096
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   878.13%
Volatility 6M:   369.83%
Volatility 1Y:   268.40%
Volatility 3Y:   -