JP Morgan Put 95 CL 15.11.2024/  DE000JK8ZRZ7  /

EUWAX
7/30/2024  10:41:50 AM Chg.- Bid10:06:33 AM Ask10:06:33 AM Underlying Strike price Expiration date Option type
0.130EUR - 0.140
Bid Size: 25,000
0.150
Ask Size: 25,000
Colgate Palmolive Co 95.00 USD 11/15/2024 Put
 

Master data

WKN: JK8ZRZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Put
Strike price: 95.00 USD
Maturity: 11/15/2024
Issue date: 5/9/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.94
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -0.51
Time value: 0.15
Break-even: 86.34
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.25
Theta: -0.01
Omega: -15.22
Rho: -0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -43.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.130
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -