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JP Morgan Put 370 LULU 20.06.2025/  DE000JB7RBN7  /

EUWAX
2024-07-05  8:28:04 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.740EUR -1.33% -
Bid Size: -		 -
Ask Size: -		 Lululemon Athletica ... 370.00 USD 2025-06-20 Put
 

Master data

WKN: JB7RBN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 370.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -3.53
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.66
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 0.66
Time value: 0.12
Break-even: 263.35
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.63%
Delta: -0.61
Theta: -0.03
Omega: -2.16
Rho: -2.36
 

Quote data

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

Performance

1 Week  
+1.37%
1 Month  
+12.12%
3 Months  
+42.31%
YTD  
+196.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.740
1M High / 1M Low: 0.750 0.650
6M High / 6M Low: 0.850 0.260
High (YTD): 2024-05-29 0.850
Low (YTD): 2024-01-30 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.18%
Volatility 6M:   83.92%
Volatility 1Y:   -
Volatility 3Y:   -