JP Morgan Put 54 BNP 21.03.2025/  DE000JT2NV69  /

EUWAX
2024-07-24  12:49:22 PM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 54.00 EUR 2025-03-21 Put
 

Master data

WKN: JT2NV6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 54.00 EUR
Maturity: 2025-03-21
Issue date: 2024-06-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.03
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -1.07
Time value: 0.34
Break-even: 50.60
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 142.86%
Delta: -0.22
Theta: -0.01
Omega: -4.22
Rho: -0.12
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -40.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -