JP Morgan Put 60 E0P 20.09.2024/  DE000JB6P0A0  /

EUWAX
12/08/2024  08:27:44 Chg.- Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.016EUR - -
Bid Size: -
-
Ask Size: -
ENPHASE ENERGY INC.D... 60.00 - 20/09/2024 Put
 

Master data

WKN: JB6P0A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENPHASE ENERGY INC.DL-,01
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 20/09/2024
Issue date: 31/10/2023
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -102.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.79
Historic volatility: 0.56
Parity: -4.22
Time value: 0.10
Break-even: 59.00
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 733.33%
Delta: -0.05
Theta: -0.13
Omega: -5.44
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.022
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.29%
3 Months
  -51.52%
YTD
  -93.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.040 0.016
6M High / 6M Low: 0.220 0.006
High (YTD): 06/02/2024 0.430
Low (YTD): 01/08/2024 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.088
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.99%
Volatility 6M:   392.75%
Volatility 1Y:   -
Volatility 3Y:   -