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JP Morgan Put 240 AP3 17.01.2025/  DE000JS6K0K8  /

EUWAX
2024-05-27  11:27:38 AM Chg.- Bid8:35:59 AM Ask8:35:59 AM Underlying Strike price Expiration date Option type
0.870EUR - 0.850
Bid Size: 2,000		 1.000
Ask Size: 2,000		 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: -24.15
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.25
Parity: -0.40
Time value: 1.01
Break-even: 229.90
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 17.44%
Delta: -0.37
Theta: -0.02
Omega: -8.82
Rho: -0.64
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.35%
1 Month
  -58.96%
3 Months
  -63.60%
YTD
  -33.08%
1 Year
  -59.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.850
1M High / 1M Low: 2.090 0.850
6M High / 6M Low: 3.320 0.850
High (YTD): 2024-02-08 3.320
Low (YTD): 2024-05-21 0.850
52W High: 2024-02-08 3.320
52W Low: 2024-05-21 0.850
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   1.288
Avg. volume 1M:   0.000
Avg. price 6M:   1.822
Avg. volume 6M:   0.000
Avg. price 1Y:   1.647
Avg. volume 1Y:   0.000
Volatility 1M:   104.86%
Volatility 6M:   163.15%
Volatility 1Y:   141.77%
Volatility 3Y:   -