JP Morgan Put 70 BNR 20.09.2024/  DE000JB7D4Z2  /

EUWAX
2024-07-29  5:17:06 PM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.460EUR -4.17% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 70.00 EUR 2024-09-20 Put
 

Master data

WKN: JB7D4Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.42
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.42
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.42
Time value: 0.07
Break-even: 65.10
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 4.26%
Delta: -0.71
Theta: -0.01
Omega: -9.58
Rho: -0.08
 

Quote data

Open: 0.460
High: 0.490
Low: 0.460
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -34.29%
3 Months  
+70.37%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.700 0.480
6M High / 6M Low: 0.700 0.120
High (YTD): 2024-07-02 0.700
Low (YTD): 2024-03-06 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.55%
Volatility 6M:   192.64%
Volatility 1Y:   -
Volatility 3Y:   -