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JP Morgan Put 30 FRE 20.12.2024/  DE000JL78DX5  /

EUWAX
02/08/2024  10:53:58 Chg.+0.042 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.130EUR +47.73% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 30.00 - 20/12/2024 Put
 

Master data

WKN: JL78DX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 20/12/2024
Issue date: 28/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.42
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.18
Time value: 0.13
Break-even: 28.70
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.32
Theta: -0.01
Omega: -7.71
Rho: -0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -51.85%
3 Months
  -60.61%
YTD
  -66.67%
1 Year
  -72.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.088
1M High / 1M Low: 0.270 0.088
6M High / 6M Low: 0.580 0.088
High (YTD): 04/03/2024 0.580
Low (YTD): 01/08/2024 0.088
52W High: 31/10/2023 0.680
52W Low: 01/08/2024 0.088
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   215.28%
Volatility 6M:   117.69%
Volatility 1Y:   98.90%
Volatility 3Y:   -