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JP Morgan Put 170 TII 21.06.2024/  DE000JS59N61  /

EUWAX
2024-05-31  11:21:50 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.015EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 TEXAS INSTR. ... 170.00 - 2024-06-21 Put
 

Master data

WKN: JS59N6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TEXAS INSTR. DL 1
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -105.74
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -0.98
Time value: 0.17
Break-even: 168.30
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 2.09
Spread abs.: 0.15
Spread %: 962.50%
Delta: -0.21
Theta: -0.09
Omega: -22.39
Rho: -0.02
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -94.64%
3 Months
  -98.33%
YTD
  -98.42%
1 Year
  -99.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.005
1M High / 1M Low: 0.320 0.005
6M High / 6M Low: 1.780 0.005
High (YTD): 2024-02-14 1.530
Low (YTD): 2024-05-28 0.005
52W High: 2023-10-25 3.000
52W Low: 2024-05-28 0.005
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   6.400
Avg. price 1Y:   1.324
Avg. volume 1Y:   3.125
Volatility 1M:   562.38%
Volatility 6M:   292.63%
Volatility 1Y:   218.28%
Volatility 3Y:   -