JP Morgan Put 39 SGM 16.08.2024/  DE000JT0F3Y4  /

EUWAX
25/07/2024  14:26:55 Chg.- Bid08:31:50 Ask08:31:50 Underlying Strike price Expiration date Option type
0.720EUR - 0.770
Bid Size: 3,000
0.840
Ask Size: 3,000
STMICROELECTRONICS 39.00 EUR 16/08/2024 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: 16/08/2024
Issue date: 24/05/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.26
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.20
Implied volatility: 0.80
Historic volatility: 0.30
Parity: 0.20
Time value: 0.20
Break-even: 35.00
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 1.43
Spread abs.: 0.07
Spread %: 21.21%
Delta: -0.56
Theta: -0.06
Omega: -5.20
Rho: -0.01
 

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:   -