OverviewChartNewsTraderScreen

JP Morgan Put 22 FRE 20.12.2024/  DE000JS8KAA0  /

EUWAX
2024-07-09  8:53:29 AM Chg.0.000 Bid9:57:14 AM Ask9:57:14 AM Underlying Strike price Expiration date Option type
0.026EUR 0.00% 0.027
Bid Size: 200,000		 0.037
Ask Size: 200,000		 FRESENIUS SE+CO.KGAA... 22.00 - 2024-12-20 Put
 

Master data

WKN: JS8KAA
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: 2024-12-20
Issue date: 2023-03-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -80.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.71
Time value: 0.04
Break-even: 21.64
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 38.46%
Delta: -0.10
Theta: 0.00
Omega: -7.70
Rho: -0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.21%
1 Month
  -7.14%
3 Months
  -73.47%
YTD
  -74.00%
1 Year
  -89.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.026
1M High / 1M Low: 0.039 0.026
6M High / 6M Low: 0.140 0.026
High (YTD): 2024-02-12 0.140
Low (YTD): 2024-07-08 0.026
52W High: 2023-07-10 0.250
52W Low: 2024-07-08 0.026
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   0.117
Avg. volume 1Y:   0.000
Volatility 1M:   137.94%
Volatility 6M:   121.93%
Volatility 1Y:   109.30%
Volatility 3Y:   -