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JP Morgan Put 270 AP3 17.01.2025/  DE000JS6K0N2  /

EUWAX
2024-06-07  12:18:32 PM Chg.+0.07 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.68EUR +4.35% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 270.00 - 2025-01-17 Put
 

Master data

WKN: JS6K0N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 270.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.25
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 1.12
Implied volatility: 0.15
Historic volatility: 0.25
Parity: 1.12
Time value: 0.38
Break-even: 255.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.15
Spread %: 11.11%
Delta: -0.54
Theta: -0.01
Omega: -9.39
Rho: -0.95
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.45%
1 Month
  -40.43%
3 Months
  -48.15%
YTD
  -25.33%
1 Year
  -38.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.79 1.61
1M High / 1M Low: 2.97 1.61
6M High / 6M Low: 5.38 1.61
High (YTD): 2024-02-08 5.38
Low (YTD): 2024-06-06 1.61
52W High: 2024-02-08 5.38
52W Low: 2024-06-06 1.61
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.15
Avg. volume 1M:   0.00
Avg. price 6M:   3.17
Avg. volume 6M:   0.00
Avg. price 1Y:   2.74
Avg. volume 1Y:   0.00
Volatility 1M:   103.41%
Volatility 6M:   141.12%
Volatility 1Y:   126.34%
Volatility 3Y:   -