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JP Morgan Put 65 3QD 20.12.2024/  DE000JL07R67  /

EUWAX
6/20/2024  8:45:26 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.073EUR - -
Bid Size: -		 -
Ask Size: -		 DATADOG INC. A DL-,... 65.00 - 12/20/2024 Put
 

Master data

WKN: JL07R6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DATADOG INC. A DL-,00001
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 12/20/2024
Issue date: 4/12/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -76.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.45
Parity: -5.72
Time value: 0.16
Break-even: 63.40
Moneyness: 0.53
Premium: 0.48
Premium p.a.: 1.40
Spread abs.: 0.09
Spread %: 122.22%
Delta: -0.05
Theta: -0.02
Omega: -4.12
Rho: -0.04
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.076
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.64%
3 Months
  -57.06%
YTD
  -71.92%
1 Year
  -91.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.110 0.067
6M High / 6M Low: 0.290 0.067
High (YTD): 1/4/2024 0.340
Low (YTD): 6/13/2024 0.067
52W High: 11/2/2023 1.000
52W Low: 6/13/2024 0.067
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.425
Avg. volume 1Y:   0.000
Volatility 1M:   150.69%
Volatility 6M:   124.83%
Volatility 1Y:   119.72%
Volatility 3Y:   -