JP Morgan Put 60 BK 20.12.2024/  DE000JK91JP3  /

EUWAX
8/30/2024  8:56:23 AM Chg.+0.002 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.090EUR +2.27% 0.080
Bid Size: 5,000
0.110
Ask Size: 5,000
Bank of New York Mel... 60.00 USD 12/20/2024 Put
 

Master data

WKN: JK91JP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 5/21/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.04
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -0.65
Time value: 0.11
Break-even: 53.07
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 33.33%
Delta: -0.19
Theta: -0.01
Omega: -10.70
Rho: -0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -30.77%
3 Months
  -77.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.083
1M High / 1M Low: 0.280 0.083
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -