JP Morgan Put 44 RNL 21.02.2025/  DE000JV77150  /

EUWAX
24/01/2025  10:00:13 Chg.-0.006 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.040EUR -13.04% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 44.00 EUR 21/02/2025 Put
 

Master data

WKN: JV7715
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Put
Strike price: 44.00 EUR
Maturity: 21/02/2025
Issue date: 10/12/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -32.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.28
Parity: -0.51
Time value: 0.15
Break-even: 42.50
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 4.54
Spread abs.: 0.10
Spread %: 206.12%
Delta: -0.25
Theta: -0.05
Omega: -8.06
Rho: -0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.03%
1 Month
  -71.43%
3 Months     -
YTD
  -69.23%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.068 0.040
1M High / 1M Low: 0.150 0.040
6M High / 6M Low: - -
High (YTD): 10/01/2025 0.150
Low (YTD): 24/01/2025 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -