JP Morgan Put 800 MTO 21.04.2023/  DE000JQ6TA29  /

EUWAX
12/2/2022  8:56:35 AM Chg.-0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.088EUR -1.12% -
Bid Size: -
-
Ask Size: -
METTLER-TOLEDO INTL 800.00 - 4/21/2023 Put

Master data

WKN: JQ6TA2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: METTLER-TOLEDO INTL
Type: Warrant
Option type: Put
Strike price: 800.00 -
Maturity: 4/21/2023
Issue date: 9/22/2022
Last trading day: 4/20/2023
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -13.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.23
Historic volatility: 0.34
Parity: -6.11
Time value: 1.07
Break-even: 693.00
Moneyness: 0.57
Premium: 0.51
Premium p.a.: 1.94
Spread abs.: 1.00
Spread %: 93.55%
Delta: -0.06
Theta: -0.05
Omega: -0.84
Rho: -0.75
 

Quote data

Open: 0.088
High: 0.088
Low: 0.088
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.28%
1 Month
  -60.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.088
1M High / 1M Low: 0.220 0.084
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -