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JP Morgan Put 330 MOH 20.12.2024/  DE000JB2R207  /

EUWAX
9/26/2024  10:39:18 AM Chg.- Bid5:51:40 PM Ask5:51:40 PM Underlying Strike price Expiration date Option type
1.36EUR - 1.45
Bid Size: 5,000		 1.95
Ask Size: 5,000		 Molina Healthcare In... 330.00 USD 12/20/2024 Put
 

Master data

WKN: JB2R20
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Molina Healthcare Inc
Type: Warrant
Option type: Put
Strike price: 330.00 USD
Maturity: 12/20/2024
Issue date: 9/22/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.77
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.26
Parity: -0.76
Time value: 2.37
Break-even: 271.54
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.53
Spread abs.: 0.89
Spread %: 60.61%
Delta: -0.40
Theta: -0.15
Omega: -5.08
Rho: -0.33
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.62%
1 Month
  -7.48%
3 Months
  -61.14%
YTD
  -46.46%
1 Year
  -65.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.24
1M High / 1M Low: 2.29 1.12
6M High / 6M Low: 4.66 0.98
High (YTD): 7/24/2024 4.66
Low (YTD): 3/21/2024 0.95
52W High: 7/24/2024 4.66
52W Low: 3/21/2024 0.95
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.48
Avg. volume 1M:   0.00
Avg. price 6M:   2.35
Avg. volume 6M:   0.00
Avg. price 1Y:   2.40
Avg. volume 1Y:   0.00
Volatility 1M:   251.03%
Volatility 6M:   176.76%
Volatility 1Y:   143.67%
Volatility 3Y:   -