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JP Morgan Put 170 ADI 21.06.2024/  DE000JS9TN92  /

EUWAX
2024-05-28  9:16:14 AM Chg.-0.002 Bid5:34:35 PM Ask5:34:35 PM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.010
Bid Size: 7,500		 0.040
Ask Size: 7,500		 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: -69.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.24
Parity: -4.41
Time value: 0.31
Break-even: 166.90
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 19.67
Spread abs.: 0.30
Spread %: 3,775.00%
Delta: -0.12
Theta: -0.19
Omega: -8.36
Rho: -0.02
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -94.67%
3 Months
  -98.43%
YTD
  -98.40%
1 Year
  -99.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.008
1M High / 1M Low: 0.180 0.008
6M High / 6M Low: 1.000 0.008
High (YTD): 2024-01-04 0.820
Low (YTD): 2024-05-24 0.008
52W High: 2023-11-01 2.270
52W Low: 2024-05-24 0.008
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   0.959
Avg. volume 1Y:   0.000
Volatility 1M:   430.90%
Volatility 6M:   280.40%
Volatility 1Y:   211.37%
Volatility 3Y:   -