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JP Morgan Put 90 ABL 21.06.2024/  DE000JS6ZRB4  /

EUWAX
2024-05-15  8:38:04 AM Chg.0.000 Bid9:34:35 AM Ask9:34:35 AM Underlying Strike price Expiration date Option type
0.009EUR 0.00% 0.009
Bid Size: 5,000		 0.024
Ask Size: 5,000		 ABBOTT LABS 90.00 - 2024-06-21 Put
 

Master data

WKN: JS6ZRB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -400.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -0.62
Time value: 0.02
Break-even: 89.76
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 166.67%
Delta: -0.09
Theta: -0.01
Omega: -38.08
Rho: -0.01
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -70.97%
3 Months
  -76.92%
YTD
  -90.22%
1 Year
  -97.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.009
1M High / 1M Low: 0.031 0.009
6M High / 6M Low: 0.300 0.009
High (YTD): 2024-01-03 0.097
Low (YTD): 2024-05-14 0.009
52W High: 2023-10-13 0.680
52W Low: 2024-05-14 0.009
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   0.000
Volatility 1M:   195.54%
Volatility 6M:   187.48%
Volatility 1Y:   159.03%
Volatility 3Y:   -