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JP Morgan Put 170 ADI 21.06.2024/  DE000JS9TN92  /

EUWAX
2024-05-17  9:33:51 AM Chg.+0.002 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.015EUR +15.38% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 170.00 - 2024-06-21 Put
 

Master data

WKN: JS9TN9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -303.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -2.70
Time value: 0.07
Break-even: 169.35
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 3.09
Spread abs.: 0.05
Spread %: 333.33%
Delta: -0.07
Theta: -0.04
Omega: -20.72
Rho: -0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -96.59%
3 Months
  -97.58%
YTD
  -97.00%
1 Year
  -99.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.013
1M High / 1M Low: 0.470 0.013
6M High / 6M Low: 1.020 0.013
High (YTD): 2024-01-04 0.820
Low (YTD): 2024-05-16 0.013
52W High: 2023-11-01 2.270
52W Low: 2024-05-16 0.013
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   0.998
Avg. volume 1Y:   0.000
Volatility 1M:   427.65%
Volatility 6M:   271.95%
Volatility 1Y:   209.02%
Volatility 3Y:   -