JP Morgan Put 46 SGM 20.09.2024/  DE000JB9PEK7  /

EUWAX
2024-07-02  9:58:43 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.990EUR - -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 46.00 - 2024-09-20 Put
 

Master data

WKN: JB9PEK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 46.00 -
Maturity: 2024-09-20
Issue date: 2023-12-21
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.07
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.53
Implied volatility: -
Historic volatility: 0.32
Parity: 1.53
Time value: -0.53
Break-even: 36.00
Moneyness: 1.50
Premium: -0.17
Premium p.a.: -0.71
Spread abs.: 0.01
Spread %: 1.01%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.920
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.21%
3 Months  
+28.57%
YTD  
+73.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.990 0.920
6M High / 6M Low: 1.000 0.550
High (YTD): 2024-04-22 1.000
Low (YTD): 2024-03-13 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.953
Avg. volume 1M:   0.000
Avg. price 6M:   0.764
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.37%
Volatility 6M:   99.30%
Volatility 1Y:   -
Volatility 3Y:   -