JP Morgan Put 61 WFC 29.11.2024/  DE000JV4KRM3  /

EUWAX
2024-11-08  9:22:36 AM Chg.+0.002 Bid9:08:15 PM Ask9:08:15 PM Underlying Strike price Expiration date Option type
0.027EUR +8.00% 0.025
Bid Size: 100,000
-
Ask Size: -
Wells Fargo and Comp... 61.00 USD 2024-11-29 Put
 

Master data

WKN: JV4KRM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Wells Fargo and Company
Type: Warrant
Option type: Put
Strike price: 61.00 USD
Maturity: 2024-11-29
Issue date: 2024-11-04
Last trading day: 2024-11-28
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -258.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -0.82
Time value: 0.03
Break-even: 56.25
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 7.39
Spread abs.: -0.01
Spread %: -24.24%
Delta: -0.08
Theta: -0.02
Omega: -20.86
Rho: 0.00
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -