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JP Morgan Put 240 ALGN 20.09.2024/  DE000JB9V5W2  /

EUWAX
2024-06-28  10:51:02 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Align Technology Inc 240.00 USD 2024-09-20 Put
 

Master data

WKN: JB9V5W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-21
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -12.61
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.42
Parity: -0.03
Time value: 0.18
Break-even: 206.14
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.42
Theta: -0.11
Omega: -5.28
Rho: -0.26
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+13.33%
3 Months  
+95.40%
YTD
  -32.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.190 0.094
6M High / 6M Low: 0.300 0.056
High (YTD): 2024-01-03 0.300
Low (YTD): 2024-04-25 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.10%
Volatility 6M:   184.45%
Volatility 1Y:   -
Volatility 3Y:   -