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JP Morgan Put 120 iShares Nasdaq .../  DE000JL8QG66  /

EUWAX
2024-05-27  9:52:47 AM Chg.-0.001 Bid5:40:13 PM Ask5:40:13 PM Underlying Strike price Expiration date Option type
0.014EUR -6.67% 0.013
Bid Size: 1,000		 0.160
Ask Size: 1,000		 - 120.00 - 2024-06-21 Put
 

Master data

WKN: JL8QG6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2023-08-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -113.71
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.51
Time value: 0.11
Break-even: 118.90
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.02
Spread abs.: 0.10
Spread %: 685.71%
Delta: -0.23
Theta: -0.04
Omega: -26.40
Rho: -0.02
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -91.25%
3 Months
  -84.09%
YTD
  -92.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.010
1M High / 1M Low: 0.130 0.010
6M High / 6M Low: 0.620 0.010
High (YTD): 2024-04-19 0.230
Low (YTD): 2024-05-23 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   328.18%
Volatility 6M:   246.26%
Volatility 1Y:   -
Volatility 3Y:   -