JP Morgan Put 95 BEI/  DE000JN3Z931  /

EUWAX
10/14/2021  8:51:47 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.170EUR - -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 95.00 - 10/15/2021 Put

Master data

WKN: JN3Z93
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 95.00 -
Maturity: 10/15/2021
Issue date: 7/22/2021
Last trading day: 10/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -42.35
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.18
Implied volatility: 0.44
Historic volatility: 0.19
Parity: 0.18
Time value: 0.04
Break-even: 92.80
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 3.09
Spread abs.: 0.03
Spread %: 13.64%
Delta: -0.82
Theta: -0.41
Omega: -34.56
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.04%
1 Month  
+286.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.170
1M High / 1M Low: 0.310 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   733.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -