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JP Morgan Put 220 UNP 16.08.2024/  DE000JB8PKS9  /

EUWAX
2024-08-05  6:38:48 PM Chg.+0.101 Bid6:59:17 PM Ask6:59:17 PM Underlying Strike price Expiration date Option type
0.120EUR +531.58% 0.130
Bid Size: 50,000		 0.140
Ask Size: 50,000		 Union Pacific Corp 220.00 USD 2024-08-16 Put
 

Master data

WKN: JB8PKS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Put
Strike price: 220.00 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: -285.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.16
Parity: -1.83
Time value: 0.08
Break-even: 200.86
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 14.79
Spread abs.: 0.03
Spread %: 55.56%
Delta: -0.10
Theta: -0.12
Omega: -28.85
Rho: -0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+380.00%
1 Month
  -64.71%
3 Months
  -62.50%
YTD
  -84.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.010
1M High / 1M Low: 0.450 0.010
6M High / 6M Low: 0.720 0.010
High (YTD): 2024-01-17 0.940
Low (YTD): 2024-07-31 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   499.96%
Volatility 6M:   310.11%
Volatility 1Y:   -
Volatility 3Y:   -