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JP Morgan Put 70 NDA 20.12.2024/  DE000JB4VAF4  /

EUWAX
12/11/2024  17:17:23 Chg.+0.100 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.340EUR +41.67% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 70.00 EUR 20/12/2024 Put
 

Master data

WKN: JB4VAF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 20/12/2024
Issue date: 10/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.59
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.35
Parity: -1.18
Time value: 0.44
Break-even: 65.60
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 4.67
Spread abs.: 0.20
Spread %: 83.33%
Delta: -0.25
Theta: -0.10
Omega: -4.66
Rho: -0.03
 

Quote data

Open: 0.260
High: 0.340
Low: 0.260
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.83%
1 Month
  -56.41%
3 Months
  -60.47%
YTD
  -58.02%
1 Year
  -56.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.860 0.230
6M High / 6M Low: 1.060 0.230
High (YTD): 05/03/2024 1.390
Low (YTD): 05/11/2024 0.230
52W High: 05/03/2024 1.390
52W Low: 05/11/2024 0.230
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.588
Avg. volume 6M:   0.000
Avg. price 1Y:   0.756
Avg. volume 1Y:   0.000
Volatility 1M:   222.70%
Volatility 6M:   237.23%
Volatility 1Y:   193.95%
Volatility 3Y:   -