JP Morgan Put 39 SGM 16.08.2024/  DE000JT0F3Y4  /

EUWAX
2024-07-25  2:26:55 PM Chg.- Bid10:15:59 AM Ask10:15:59 AM Underlying Strike price Expiration date Option type
0.720EUR - 0.830
Bid Size: 50,000
0.840
Ask Size: 50,000
STMICROELECTRONICS 39.00 EUR 2024-08-16 Put
 

Master data

WKN: JT0F3Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 39.00 EUR
Maturity: 2024-08-16
Issue date: 2024-05-24
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.51
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 1.44
Historic volatility: 0.33
Parity: 0.70
Time value: 0.21
Break-even: 29.90
Moneyness: 1.22
Premium: 0.06
Premium p.a.: 1.96
Spread abs.: 0.10
Spread %: 12.35%
Delta: -0.65
Theta: -0.09
Omega: -2.30
Rho: -0.02
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+166.67%
1 Month  
+111.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.250
1M High / 1M Low: 0.720 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   562.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -