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JP Morgan Put 200 AP3 17.01.2025/  DE000JS95463  /

EUWAX
2024-06-07  11:41:27 AM Chg.0.000 Bid5:05:33 PM Ask5:05:33 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.140
Bid Size: 15,000		 0.210
Ask Size: 15,000		 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: -65.17
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -4.76
Time value: 0.38
Break-even: 196.20
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.20
Spread %: 111.11%
Delta: -0.12
Theta: -0.02
Omega: -8.06
Rho: -0.21
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -59.09%
3 Months
  -73.13%
YTD
  -66.67%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.440 0.180
6M High / 6M Low: 1.470 0.180
High (YTD): 2024-02-08 1.470
Low (YTD): 2024-06-06 0.180
52W High: 2024-02-08 1.470
52W Low: 2024-06-06 0.180
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   0.698
Avg. volume 1Y:   0.000
Volatility 1M:   127.79%
Volatility 6M:   176.28%
Volatility 1Y:   154.17%
Volatility 3Y:   -