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JP Morgan Put 240 UNP 16.08.2024/  DE000JB8RAH9  /

EUWAX
2024-08-05  6:38:49 PM Chg.+0.370 Bid7:44:32 PM Ask7:44:32 PM Underlying Strike price Expiration date Option type
0.610EUR +154.17% 0.680
Bid Size: 50,000		 0.690
Ask Size: 50,000		 Union Pacific Corp 240.00 USD 2024-08-16 Put
 

Master data

WKN: JB8RAH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Put
Strike price: 240.00 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: -52.37
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.00
Time value: 0.42
Break-even: 215.76
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.87
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.48
Theta: -0.18
Omega: -25.26
Rho: -0.03
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+103.33%
1 Month
  -55.47%
3 Months
  -29.89%
YTD
  -54.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.130
1M High / 1M Low: 1.690 0.130
6M High / 6M Low: 1.880 0.130
High (YTD): 2024-06-18 1.880
Low (YTD): 2024-08-01 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   357.143
Avg. price 6M:   1.007
Avg. volume 6M:   100
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   464.13%
Volatility 6M:   266.28%
Volatility 1Y:   -
Volatility 3Y:   -