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JP Morgan Put 24 FRE 20.12.2024/  DE000JS8KA71  /

EUWAX
09/07/2024  08:53:29 Chg.0.000 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.047EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 24.00 - 20/12/2024 Put
 

Master data

WKN: JS8KA7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 24.00 -
Maturity: 20/12/2024
Issue date: 08/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -50.96
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -0.51
Time value: 0.06
Break-even: 23.43
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 21.28%
Delta: -0.15
Theta: 0.00
Omega: -7.70
Rho: -0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.67%
1 Month     0.00%
3 Months
  -70.63%
YTD
  -68.67%
1 Year
  -85.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.047
1M High / 1M Low: 0.068 0.047
6M High / 6M Low: 0.210 0.047
High (YTD): 12/02/2024 0.210
Low (YTD): 08/07/2024 0.047
52W High: 10/07/2023 0.330
52W Low: 08/07/2024 0.047
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.170
Avg. volume 1Y:   0.000
Volatility 1M:   126.01%
Volatility 6M:   111.71%
Volatility 1Y:   101.04%
Volatility 3Y:   -