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JP Morgan Put 30 BAC 20.06.2025/  DE000JB17Q27  /

EUWAX
2024-08-14  10:44:31 AM Chg.-0.006 Bid4:31:03 PM Ask4:31:03 PM Underlying Strike price Expiration date Option type
0.048EUR -11.11% 0.047
Bid Size: 200,000		 0.057
Ask Size: 200,000		 VERIZON COMM. INC. D... 30.00 - 2025-06-20 Put
 

Master data

WKN: JB17Q2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.95
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.71
Time value: 0.06
Break-even: 29.36
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 30.61%
Delta: -0.13
Theta: 0.00
Omega: -7.47
Rho: -0.05
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month  
+6.67%
3 Months
  -43.53%
YTD
  -74.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.053
1M High / 1M Low: 0.068 0.040
6M High / 6M Low: 0.130 0.040
High (YTD): 2024-01-12 0.170
Low (YTD): 2024-07-18 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.61%
Volatility 6M:   124.84%
Volatility 1Y:   -
Volatility 3Y:   -