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JP Morgan Put 200 AP3 17.01.2025/  DE000JS95463  /

EUWAX
2024-05-03  11:19:34 AM Chg.-0.090 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.520EUR -14.75% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 200.00 - 2025-01-17 Put
 

Master data

WKN: JS9546
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.40
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -2.71
Time value: 0.68
Break-even: 193.20
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 28.30%
Delta: -0.21
Theta: -0.02
Omega: -7.05
Rho: -0.39
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.47%
1 Month
  -24.64%
3 Months
  -24.64%
YTD
  -3.70%
1 Year
  -45.83%
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.610
1M High / 1M Low: 0.900 0.610
6M High / 6M Low: 1.470 0.540
High (YTD): 2024-02-08 1.470
Low (YTD): 2024-01-02 0.550
52W High: 2024-02-08 1.470
52W Low: 2023-09-14 0.510
Avg. price 1W:   0.707
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   101.01%
Volatility 6M:   190.57%
Volatility 1Y:   151.25%
Volatility 3Y:   -