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JP Morgan Put 145 SND 20.12.2024/  DE000JB46R05  /

EUWAX
7/30/2024  9:03:51 AM Chg.- Bid12:32:51 PM Ask12:32:51 PM Underlying Strike price Expiration date Option type
0.095EUR - 0.047
Bid Size: 15,000		 0.062
Ask Size: 15,000		 SCHNEIDER ELEC. INH.... 145.00 EUR 12/20/2024 Put
 

Master data

WKN: JB46R0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 145.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.22
Parity: -7.11
Time value: 0.57
Break-even: 139.30
Moneyness: 0.67
Premium: 0.36
Premium p.a.: 1.19
Spread abs.: 0.50
Spread %: 714.29%
Delta: -0.11
Theta: -0.06
Omega: -4.22
Rho: -0.12
 

Quote data

Open: 0.095
High: 0.095
Low: 0.095
Previous Close: 0.095
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.95%
1 Month
  -26.92%
3 Months
  -47.22%
YTD
  -83.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.088
1M High / 1M Low: 0.130 0.079
6M High / 6M Low: 0.540 0.079
High (YTD): 1/5/2024 0.730
Low (YTD): 7/23/2024 0.079
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.14%
Volatility 6M:   154.81%
Volatility 1Y:   -
Volatility 3Y:   -