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JP Morgan Put 76 BNR 21.06.2024/  DE000JL168B0  /

EUWAX
2024-05-20  12:15:37 PM Chg.+0.030 Bid2:57:18 PM Ask2:57:18 PM Underlying Strike price Expiration date Option type
0.840EUR +3.70% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 76.00 - 2024-06-21 Put
 

Master data

WKN: JL168B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 76.00 -
Maturity: 2024-06-21
Issue date: 2023-04-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.29
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.55
Historic volatility: 0.19
Parity: 0.63
Time value: 0.21
Break-even: 67.60
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 3.70%
Delta: -0.67
Theta: -0.06
Omega: -5.52
Rho: -0.05
 

Quote data

Open: 0.810
High: 0.840
Low: 0.810
Previous Close: 0.810
Turnover: -
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+265.22%
1 Month  
+78.72%
3 Months  
+250.00%
YTD  
+265.22%
1 Year
  -5.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.230
1M High / 1M Low: 0.810 0.220
6M High / 6M Low: 0.810 0.130
High (YTD): 2024-05-17 0.810
Low (YTD): 2024-03-01 0.130
52W High: 2023-07-19 1.170
52W Low: 2024-03-01 0.130
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   0.000
Volatility 1M:   669.19%
Volatility 6M:   294.93%
Volatility 1Y:   216.72%
Volatility 3Y:   -