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JP Morgan Put 90 3QD 20.12.2024/  DE000JL2MQB0  /

EUWAX
09/09/2024  09:07:55 Chg.+0.030 Bid19:31:17 Ask19:31:17 Underlying Strike price Expiration date Option type
0.360EUR +9.09% 0.340
Bid Size: 75,000		 0.360
Ask Size: 75,000		 DATADOG INC. A DL-,... 90.00 - 20/12/2024 Put
 

Master data

WKN: JL2MQB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DATADOG INC. A DL-,00001
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 20/12/2024
Issue date: 17/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.17
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.41
Parity: -0.67
Time value: 0.40
Break-even: 86.00
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 11.11%
Delta: -0.30
Theta: -0.03
Omega: -7.30
Rho: -0.09
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month
  -2.70%
3 Months
  -32.08%
YTD
  -51.35%
1 Year
  -77.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.400 0.210
6M High / 6M Low: 0.760 0.190
High (YTD): 03/01/2024 0.960
Low (YTD): 08/07/2024 0.190
52W High: 01/11/2023 2.210
52W Low: 08/07/2024 0.190
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   247.73%
Volatility 6M:   199.80%
Volatility 1Y:   157.22%
Volatility 3Y:   -