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JP Morgan Put 105 TTWO 17.01.2025/  DE000JS7PVD1  /

EUWAX
2024-05-31  11:41:32 AM Chg.-0.012 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.086EUR -12.24% -
Bid Size: -		 -
Ask Size: -		 TakeTwo Interactive ... 105.00 - 2025-01-17 Put
 

Master data

WKN: JS7PVD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TakeTwo Interactive Software Inc
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -4.28
Time value: 0.24
Break-even: 102.60
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.53
Spread abs.: 0.16
Spread %: 182.35%
Delta: -0.10
Theta: -0.02
Omega: -5.85
Rho: -0.10
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.33%
1 Month
  -68.15%
3 Months
  -73.94%
YTD
  -70.34%
1 Year
  -90.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.086
1M High / 1M Low: 0.270 0.086
6M High / 6M Low: 0.460 0.086
High (YTD): 2024-04-19 0.330
Low (YTD): 2024-05-31 0.086
52W High: 2023-06-09 0.890
52W Low: 2024-05-31 0.086
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.475
Avg. volume 1Y:   0.000
Volatility 1M:   124.76%
Volatility 6M:   135.50%
Volatility 1Y:   111.19%
Volatility 3Y:   -