OverviewChartNewsTraderScreen

JP Morgan Put 250 AP3 17.01.2025/  DE000JS6K0L6  /

EUWAX
2024-06-07  12:18:32 PM Chg.+0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.960EUR +5.49% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 250.00 - 2025-01-17 Put
 

Master data

WKN: JS6K0L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.51
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.24
Implied volatility: 0.16
Historic volatility: 0.25
Parity: 0.24
Time value: 0.86
Break-even: 239.00
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 15.79%
Delta: -0.43
Theta: -0.02
Omega: -9.77
Rho: -0.73
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.66%
1 Month
  -49.47%
3 Months
  -56.76%
YTD
  -39.24%
1 Year
  -56.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.910
1M High / 1M Low: 1.900 0.910
6M High / 6M Low: 3.950 0.910
High (YTD): 2024-02-08 3.950
Low (YTD): 2024-06-06 0.910
52W High: 2024-02-08 3.950
52W Low: 2024-06-06 0.910
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.332
Avg. volume 1M:   0.000
Avg. price 6M:   2.183
Avg. volume 6M:   0.000
Avg. price 1Y:   1.938
Avg. volume 1Y:   0.000
Volatility 1M:   111.76%
Volatility 6M:   157.11%
Volatility 1Y:   137.73%
Volatility 3Y:   -