JP Morgan Put 28 FRE 16.08.2024/  DE000JT0DD73  /

EUWAX
08/07/2024  10:07:02 Chg.- Bid09:59:38 Ask09:59:38 Underlying Strike price Expiration date Option type
0.065EUR - 0.069
Bid Size: 400,000
0.079
Ask Size: 400,000
FRESENIUS SE+CO.KGAA... 28.00 EUR 16/08/2024 Put
 

Master data

WKN: JT0DD7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 28.00 EUR
Maturity: 16/08/2024
Issue date: 22/05/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -41.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.11
Time value: 0.07
Break-even: 27.30
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 16.67%
Delta: -0.33
Theta: -0.01
Omega: -13.70
Rho: -0.01
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month  
+16.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.065
1M High / 1M Low: 0.120 0.064
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -