JP Morgan Put 240 AP3 17.01.2025
/ DE000JS6K0K8
JP Morgan Put 240 AP3 17.01.2025/ DE000JS6K0K8 /
| 2024-05-03 11:47:30 AM |
Chg.-0.23 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-12.57% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
240.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JS6K0K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.26 |
| Parity: |
1.29 |
| Time value: |
0.49 |
| Break-even: |
222.20 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
9.20% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-6.88 |
| Rho: |
-1.00 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.53% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+23.08% |
| 1 Year |
|
|
-7.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.83 |
| 1M High / 1M Low: |
2.40 |
1.83 |
| 6M High / 6M Low: |
3.32 |
1.20 |
| High (YTD): |
2024-02-08 |
3.32 |
| Low (YTD): |
2024-01-02 |
1.30 |
| 52W High: |
2024-02-08 |
3.32 |
| 52W Low: |
2023-09-14 |
1.10 |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
71.61% |
| Volatility 6M: |
|
178.51% |
| Volatility 1Y: |
|
140.02% |
| Volatility 3Y: |
|
- |
