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JP Morgan Put 260 AP3 17.01.2025/  DE000JS6K0M4  /

EUWAX
23/05/2024  11:35:20 Chg.+0.01 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.51EUR +0.67% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 260.00 - 17/01/2025 Put
 

Master data

WKN: JS6K0M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.82
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 1.55
Implied volatility: 0.14
Historic volatility: 0.25
Parity: 1.55
Time value: 0.10
Break-even: 243.50
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.15
Spread %: 10.00%
Delta: -0.60
Theta: -0.01
Omega: -8.96
Rho: -1.08
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.25%
1 Month
  -53.40%
3 Months
  -57.58%
YTD
  -20.11%
1 Year
  -47.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.02 1.48
1M High / 1M Low: 3.32 1.48
6M High / 6M Low: 4.64 1.48
High (YTD): 08/02/2024 4.64
Low (YTD): 21/05/2024 1.48
52W High: 08/02/2024 4.64
52W Low: 21/05/2024 1.48
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   2.42
Avg. volume 1M:   0.00
Avg. price 6M:   2.71
Avg. volume 6M:   0.00
Avg. price 1Y:   2.37
Avg. volume 1Y:   0.00
Volatility 1M:   90.33%
Volatility 6M:   148.56%
Volatility 1Y:   131.28%
Volatility 3Y:   -