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JP Morgan Put 30 FRE 20.12.2024/  DE000JL78DX5  /

EUWAX
10/11/2024  11:18:53 AM Chg.+0.004 Bid1:16:44 PM Ask1:16:44 PM Underlying Strike price Expiration date Option type
0.040EUR +11.11% 0.039
Bid Size: 75,000		 0.049
Ask Size: 75,000		 FRESENIUS SE+CO.KGAA... 30.00 - 12/20/2024 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: 12/20/2024
Issue date: 7/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -61.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -0.37
Time value: 0.06
Break-even: 29.45
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.85
Spread abs.: 0.02
Spread %: 57.14%
Delta: -0.19
Theta: -0.01
Omega: -11.43
Rho: -0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month
  -27.27%
3 Months
  -83.33%
YTD
  -89.74%
1 Year
  -93.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.036
1M High / 1M Low: 0.058 0.033
6M High / 6M Low: 0.520 0.033
High (YTD): 3/4/2024 0.580
Low (YTD): 10/1/2024 0.033
52W High: 10/31/2023 0.680
52W Low: 10/1/2024 0.033
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   230.84%
Volatility 6M:   156.53%
Volatility 1Y:   121.32%
Volatility 3Y:   -