JP Morgan Put 64 BNR 16.08.2024/  DE000JT0R649  /

EUWAX
2024-07-05  6:20:06 PM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 64.00 EUR 2024-08-16 Put
 

Master data

WKN: JT0R64
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 64.00 EUR
Maturity: 2024-08-16
Issue date: 2024-05-27
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -32.00
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.00
Time value: 0.20
Break-even: 62.00
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 11.11%
Delta: -0.46
Theta: -0.02
Omega: -14.85
Rho: -0.04
 

Quote data

Open: 0.160
High: 0.180
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month  
+12.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -