JP Morgan Put 11 AAL 20.12.2024/  DE000JT3SS76  /

EUWAX
2024-11-06  9:23:04 AM Chg.-0.006 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.012EUR -33.33% -
Bid Size: -
-
Ask Size: -
American Airlines Gr... 11.00 USD 2024-12-20 Put
 

Master data

WKN: JT3SS7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Put
Strike price: 11.00 USD
Maturity: 2024-12-20
Issue date: 2024-07-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -48.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.37
Parity: -0.20
Time value: 0.03
Break-even: 9.81
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 3.14
Spread abs.: 0.01
Spread %: 66.67%
Delta: -0.17
Theta: -0.01
Omega: -7.97
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -86.52%
3 Months
  -93.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.011
1M High / 1M Low: 0.073 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -