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JP Morgan Put 45 DY6 20.06.2025/  DE000JB1ZYQ8  /

EUWAX
2024-07-31  10:48:10 AM Chg.-0.030 Bid5:04:40 PM Ask5:04:40 PM Underlying Strike price Expiration date Option type
0.410EUR -6.82% 0.390
Bid Size: 150,000		 0.400
Ask Size: 150,000		 DEVON ENERGY CORP. D... 45.00 - 2025-06-20 Put
 

Master data

WKN: JB1ZYQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.89
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.23
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.23
Time value: 0.25
Break-even: 40.20
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 11.63%
Delta: -0.48
Theta: 0.00
Omega: -4.29
Rho: -0.23
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month  
+2.50%
3 Months  
+7.89%
YTD
  -44.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.410
1M High / 1M Low: 0.440 0.330
6M High / 6M Low: 0.950 0.330
High (YTD): 2024-01-19 0.960
Low (YTD): 2024-07-18 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.99%
Volatility 6M:   77.44%
Volatility 1Y:   -
Volatility 3Y:   -