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JP Morgan Put 95 SQU 20.12.2024/  DE000JB4SYS3  /

EUWAX
11/15/2024  9:03:56 AM Chg.-0.033 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.077EUR -30.00% -
Bid Size: -		 -
Ask Size: -		 VINCI S.A. INH. EO... 95.00 EUR 12/20/2024 Put
 

Master data

WKN: JB4SYS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 95.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -41.79
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -0.53
Time value: 0.24
Break-even: 92.60
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.16
Spread abs.: 0.15
Spread %: 179.07%
Delta: -0.30
Theta: -0.06
Omega: -12.36
Rho: -0.03
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.94%
1 Month
  -6.10%
3 Months
  -66.52%
YTD
  -78.61%
1 Year
  -83.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.069
1M High / 1M Low: 0.130 0.066
6M High / 6M Low: 0.470 0.066
High (YTD): 6/28/2024 0.470
Low (YTD): 10/21/2024 0.066
52W High: 11/16/2023 0.490
52W Low: 10/21/2024 0.066
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   0.000
Volatility 1M:   368.72%
Volatility 6M:   297.59%
Volatility 1Y:   222.25%
Volatility 3Y:   -