JP Morgan Put 33 R6C0 15.11.2024/  DE000JT7DMN4  /

EUWAX
11/7/2024  9:09:47 AM Chg.-0.040 Bid5:46:47 PM Ask5:46:47 PM Underlying Strike price Expiration date Option type
0.150EUR -21.05% 0.160
Bid Size: 15,000
0.200
Ask Size: 15,000
SHELL PLC 33.00 EUR 11/15/2024 Put
 

Master data

WKN: JT7DMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Put
Strike price: 33.00 EUR
Maturity: 11/15/2024
Issue date: 8/28/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.81
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.14
Implied volatility: 0.63
Historic volatility: 0.18
Parity: 0.14
Time value: 0.06
Break-even: 31.00
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 1.44
Spread abs.: 0.04
Spread %: 25.00%
Delta: -0.66
Theta: -0.07
Omega: -10.37
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.28%
1 Month
  -34.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -