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JP Morgan Put 32 SGM 20.12.2024/  DE000JB44KD5  /

EUWAX
11/4/2024  10:48:05 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.740EUR - -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 32.00 - 12/20/2024 Put
 

Master data

WKN: JB44KD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 11/5/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.08
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.73
Implied volatility: 0.84
Historic volatility: 0.33
Parity: 0.73
Time value: 0.07
Break-even: 24.00
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.27%
Delta: -0.78
Theta: -0.02
Omega: -2.40
Rho: -0.03
 

Quote data

Open: 0.760
High: 0.760
Low: 0.740
Previous Close: 0.750
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month  
+13.85%
3 Months  
+27.59%
YTD  
+335.29%
1 Year  
+146.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.740
1M High / 1M Low: 0.750 0.590
6M High / 6M Low: 0.750 0.100
High (YTD): 11/1/2024 0.750
Low (YTD): 6/13/2024 0.100
52W High: 11/1/2024 0.750
52W Low: 6/13/2024 0.100
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   0.297
Avg. volume 1Y:   0.000
Volatility 1M:   122.98%
Volatility 6M:   180.64%
Volatility 1Y:   155.39%
Volatility 3Y:   -