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JP Morgan Put 370 LULU 20.06.2025/  DE000JB7RBN7  /

EUWAX
2024-06-27  8:27:48 AM Chg.+0.030 Bid12:57:30 PM Ask12:57:30 PM Underlying Strike price Expiration date Option type
0.720EUR +4.35% 0.720
Bid Size: 15,000		 0.740
Ask Size: 15,000		 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: -3.81
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.61
Implied volatility: 0.38
Historic volatility: 0.30
Parity: 0.61
Time value: 0.14
Break-even: 271.45
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 4.17%
Delta: -0.59
Theta: -0.03
Omega: -2.24
Rho: -2.39
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -7.69%
3 Months  
+67.44%
YTD  
+188.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.680
1M High / 1M Low: 0.850 0.650
6M High / 6M Low: 0.850 0.250
High (YTD): 2024-05-29 0.850
Low (YTD): 2024-01-30 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.24%
Volatility 6M:   83.63%
Volatility 1Y:   -
Volatility 3Y:   -