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JP Morgan Put 24.75 MOS 17.01.202.../  DE000JS9KWA2  /

EUWAX
2024-06-05  9:45:08 AM Chg.- Bid8:00:11 AM Ask8:00:11 AM Underlying Strike price Expiration date Option type
0.110EUR - 0.120
Bid Size: 7,500		 0.160
Ask Size: 7,500		 Mosaic Company 24.75 - 2025-01-17 Put
 

Master data

WKN: JS9KWA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mosaic Company
Type: Warrant
Option type: Put
Strike price: 24.75 -
Maturity: 2025-01-17
Issue date: 2023-02-22
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.03
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -0.26
Time value: 0.13
Break-even: 23.45
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.27
Theta: 0.00
Omega: -5.68
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.67%
3 Months
  -26.67%
YTD
  -26.67%
1 Year
  -65.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.088
1M High / 1M Low: 0.150 0.079
6M High / 6M Low: 0.230 0.079
High (YTD): 2024-02-15 0.230
Low (YTD): 2024-05-23 0.079
52W High: 2023-06-06 0.320
52W Low: 2024-05-23 0.079
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   178.41%
Volatility 6M:   122.21%
Volatility 1Y:   107.37%
Volatility 3Y:   -