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JP Morgan Put 28 FRE 20.12.2024/  DE000JL2EFK1  /

EUWAX
7/9/2024  9:42:38 AM Chg.+0.010 Bid9:00:12 PM Ask9:00:12 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 50,000		 0.160
Ask Size: 50,000		 FRESENIUS SE+CO.KGAA... 28.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.16
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.11
Time value: 0.16
Break-even: 26.40
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.36
Theta: -0.01
Omega: -6.50
Rho: -0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month  
+15.38%
3 Months
  -58.33%
YTD
  -48.28%
1 Year
  -73.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.200 0.140
6M High / 6M Low: 0.440 0.130
High (YTD): 3/5/2024 0.440
Low (YTD): 6/7/2024 0.130
52W High: 10/11/2023 0.560
52W Low: 6/7/2024 0.130
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.290
Avg. volume 6M:   0.000
Avg. price 1Y:   0.333
Avg. volume 1Y:   0.000
Volatility 1M:   121.07%
Volatility 6M:   112.40%
Volatility 1Y:   101.88%
Volatility 3Y:   -