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JP Morgan Put 28 FRE 20.12.2024/  DE000JL2EFK1  /

EUWAX
02/08/2024  09:24:26 Chg.+0.036 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.084EUR +75.00% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 28.00 - 20/12/2024 Put
 

Master data

WKN: JL2EFK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 20/12/2024
Issue date: 10/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.07
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.33
Time value: 0.09
Break-even: 27.08
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 12.20%
Delta: -0.23
Theta: -0.01
Omega: -7.85
Rho: -0.03
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -47.50%
3 Months
  -63.48%
YTD
  -71.03%
1 Year
  -77.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.048
1M High / 1M Low: 0.160 0.048
6M High / 6M Low: 0.440 0.048
High (YTD): 05/03/2024 0.440
Low (YTD): 01/08/2024 0.048
52W High: 11/10/2023 0.560
52W Low: 01/08/2024 0.048
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   299.00%
Volatility 6M:   161.60%
Volatility 1Y:   131.17%
Volatility 3Y:   -