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JP Morgan Put 22 FRE 20.06.2025/  DE000JB1NG18  /

EUWAX
2024-07-08  10:03:20 AM Chg.- Bid9:50:44 AM Ask9:50:44 AM Underlying Strike price Expiration date Option type
0.066EUR - 0.068
Bid Size: 250,000		 0.078
Ask Size: 250,000		 FRESENIUS SE+CO.KGAA... 22.00 - 2025-06-20 Put
 

Master data

WKN: JB1NG1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 2025-06-20
Issue date: 2023-09-27
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -36.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.71
Time value: 0.08
Break-even: 21.21
Moneyness: 0.76
Premium: 0.27
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 23.44%
Delta: -0.14
Theta: 0.00
Omega: -5.01
Rho: -0.05
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -2.94%
3 Months
  -65.26%
YTD
  -58.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.063
1M High / 1M Low: 0.092 0.063
6M High / 6M Low: 0.220 0.063
High (YTD): 2024-03-04 0.220
Low (YTD): 2024-07-05 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.06%
Volatility 6M:   106.61%
Volatility 1Y:   -
Volatility 3Y:   -