JP Morgan Put 70 NDA 16.08.2024/  DE000JT06SL2  /

EUWAX
2024-07-30  4:19:40 PM Chg.+0.060 Bid5:27:35 PM Ask5:27:35 PM Underlying Strike price Expiration date Option type
0.250EUR +31.58% 0.250
Bid Size: 2,000
0.320
Ask Size: 2,000
AURUBIS AG 70.00 EUR 2024-08-16 Put
 

Master data

WKN: JT06SL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-08-16
Issue date: 2024-05-22
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.49
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.32
Parity: -0.17
Time value: 0.35
Break-even: 66.50
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 3.50
Spread abs.: 0.15
Spread %: 75.00%
Delta: -0.40
Theta: -0.12
Omega: -8.27
Rho: -0.02
 

Quote data

Open: 0.230
High: 0.270
Low: 0.230
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -7.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.240 0.079
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -