JP Morgan Put 160 GE 16.08.2024/  DE000JK7UNE4  /

EUWAX
2024-07-29  10:54:14 AM Chg.-0.090 Bid5:40:17 PM Ask5:40:17 PM Underlying Strike price Expiration date Option type
0.130EUR -40.91% 0.140
Bid Size: 50,000
0.160
Ask Size: 50,000
GE Aerospace 160.00 USD 2024-08-16 Put
 

Master data

WKN: JK7UNE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: GE Aerospace
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-08-16
Issue date: 2024-04-10
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -80.86
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.90
Time value: 0.19
Break-even: 145.49
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.95
Spread abs.: 0.06
Spread %: 50.00%
Delta: -0.23
Theta: -0.11
Omega: -18.62
Rho: -0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -78.69%
1 Month
  -80.00%
3 Months
  -83.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.120
1M High / 1M Low: 0.760 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   827.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -