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JP Morgan Put 36 SGM 18.10.2024/  DE000JT5VAB0  /

EUWAX
7/30/2024  11:27:58 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 36.00 EUR 10/18/2024 Put
 

Master data

WKN: JT5VAB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 36.00 EUR
Maturity: 10/18/2024
Issue date: 7/25/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.01
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.49
Implied volatility: 0.54
Historic volatility: 0.32
Parity: 0.49
Time value: 0.13
Break-even: 29.80
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 12.73%
Delta: -0.66
Theta: -0.02
Omega: -3.32
Rho: -0.06
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -