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JP Morgan Put 100 SQU 20.12.2024/  DE000JB4SYT1  /

EUWAX
2024-10-10  12:43:53 PM Chg.-0.030 Bid3:33:43 PM Ask3:33:43 PM Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 100,000		 0.200
Ask Size: 100,000		 VINCI S.A. INH. EO... 100.00 EUR 2024-12-20 Put
 

Master data

WKN: JB4SYT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -31.69
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -0.78
Time value: 0.34
Break-even: 96.60
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.66
Spread abs.: 0.15
Spread %: 78.95%
Delta: -0.28
Theta: -0.04
Omega: -8.96
Rho: -0.07
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.71%
1 Month  
+11.76%
3 Months
  -52.50%
YTD
  -59.57%
1 Year
  -79.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.330 0.120
6M High / 6M Low: 0.680 0.120
High (YTD): 2024-06-28 0.680
Low (YTD): 2024-09-20 0.120
52W High: 2023-10-23 1.100
52W Low: 2024-09-20 0.120
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   507.692
Avg. price 1Y:   0.404
Avg. volume 1Y:   257.813
Volatility 1M:   408.14%
Volatility 6M:   255.67%
Volatility 1Y:   189.93%
Volatility 3Y:   -