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JP Morgan Put 85 5UR 21.06.2024/  DE000JS6ZSP2  /

EUWAX
2024-06-07  8:39:34 AM Chg.+0.006 Bid5:31:55 PM Ask5:31:55 PM Underlying Strike price Expiration date Option type
0.008EUR +300.00% 0.009
Bid Size: 30,000		 0.019
Ask Size: 30,000		 RTX CORP. ... 85.00 - 2024-06-21 Put
 

Master data

WKN: JS6ZSP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -342.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.20
Parity: -1.43
Time value: 0.03
Break-even: 84.71
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 34.82
Spread abs.: 0.02
Spread %: 222.22%
Delta: -0.06
Theta: -0.04
Omega: -21.04
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month  
+33.33%
3 Months
  -95.56%
YTD
  -98.43%
1 Year
  -98.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.002
1M High / 1M Low: 0.006 0.002
6M High / 6M Low: 0.640 0.002
High (YTD): 2024-01-05 0.460
Low (YTD): 2024-06-06 0.002
52W High: 2023-10-06 1.630
52W Low: 2024-06-06 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.477
Avg. volume 1Y:   0.000
Volatility 1M:   516.33%
Volatility 6M:   293.01%
Volatility 1Y:   260.22%
Volatility 3Y:   -