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JP Morgan Put 29.75 MOS 17.01.202.../  DE000JS6K196  /

EUWAX
2024-06-05  11:54:45 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 Mosaic Company 29.75 - 2025-01-17 Put
 

Master data

WKN: JS6K19
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mosaic Company
Type: Warrant
Option type: Put
Strike price: 29.75 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.11
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.24
Implied volatility: 0.23
Historic volatility: 0.29
Parity: 0.24
Time value: 0.06
Break-even: 26.75
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 7.14%
Delta: -0.60
Theta: 0.00
Omega: -5.47
Rho: -0.12
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -22.22%
3 Months
  -12.50%
YTD     0.00%
1 Year
  -44.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: 0.430 0.220
High (YTD): 2024-02-15 0.430
Low (YTD): 2024-05-23 0.220
52W High: 2023-06-06 0.510
52W Low: 2024-05-23 0.220
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.336
Avg. volume 1Y:   0.000
Volatility 1M:   110.99%
Volatility 6M:   100.50%
Volatility 1Y:   90.52%
Volatility 3Y:   -