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JP Morgan Put 32 BAC 20.06.2025/  DE000JB17Q50  /

EUWAX
2024-07-30  10:49:20 AM Chg.0.000 Bid2:38:03 PM Ask2:38:03 PM Underlying Strike price Expiration date Option type
0.071EUR 0.00% 0.074
Bid Size: 50,000		 0.084
Ask Size: 50,000		 VERIZON COMM. INC. D... 32.00 - 2025-06-20 Put
 

Master data

WKN: JB17Q5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.04
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.50
Time value: 0.09
Break-even: 31.12
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 20.55%
Delta: -0.18
Theta: 0.00
Omega: -7.55
Rho: -0.07
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.071
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.44%
1 Month
  -12.35%
3 Months
  -45.38%
YTD
  -70.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.069
1M High / 1M Low: 0.086 0.058
6M High / 6M Low: 0.180 0.058
High (YTD): 2024-01-11 0.220
Low (YTD): 2024-07-18 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.63%
Volatility 6M:   110.80%
Volatility 1Y:   -
Volatility 3Y:   -