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JP Morgan Put 135 A 16.08.2024/  DE000JB8BYA8  /

EUWAX
2024-08-02  11:48:02 AM Chg.+0.014 Bid5:39:34 PM Ask5:39:34 PM Underlying Strike price Expiration date Option type
0.110EUR +14.58% 0.250
Bid Size: 75,000		 0.270
Ask Size: 75,000		 Agilent Technologies 135.00 USD 2024-08-16 Put
 

Master data

WKN: JB8BYA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 135.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -89.29
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -0.73
Time value: 0.15
Break-even: 123.67
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 4.32
Spread abs.: 0.06
Spread %: 66.67%
Delta: -0.23
Theta: -0.11
Omega: -20.26
Rho: -0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.096
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.71%
1 Month
  -87.91%
3 Months
  -81.03%
YTD
  -87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.065
1M High / 1M Low: 0.950 0.065
6M High / 6M Low: 1.170 0.065
High (YTD): 2024-01-18 1.320
Low (YTD): 2024-07-31 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.551
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.52%
Volatility 6M:   313.40%
Volatility 1Y:   -
Volatility 3Y:   -