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JP Morgan Put 60 TOTB 20.12.2024/  DE000JB4HVL7  /

EUWAX
11/14/2024  9:06:13 AM Chg.-0.060 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.370EUR -13.95% -
Bid Size: -		 -
Ask Size: -		 TOTALENERGIES SE EO... 60.00 EUR 12/20/2024 Put
 

Master data

WKN: JB4HVL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.14
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.42
Time value: 0.04
Break-even: 55.40
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 17.95%
Delta: -0.77
Theta: -0.02
Omega: -9.36
Rho: -0.05
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.04%
1 Month  
+164.29%
3 Months  
+48.00%
YTD
  -32.73%
1 Year
  -35.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.270
1M High / 1M Low: 0.430 0.140
6M High / 6M Low: 0.430 0.140
High (YTD): 1/17/2024 0.660
Low (YTD): 10/14/2024 0.140
52W High: 1/17/2024 0.660
52W Low: 10/14/2024 0.140
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   266.61%
Volatility 6M:   238.23%
Volatility 1Y:   187.09%
Volatility 3Y:   -