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JP Morgan Put 30 MOS 17.01.2025/  DE000JS9A7T3  /

EUWAX
2024-05-31  10:35:03 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Mosaic Company 30.00 - 2025-01-17 Put
 

Master data

WKN: JS9A7T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mosaic Company
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-03-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.95
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.22
Implied volatility: 0.25
Historic volatility: 0.30
Parity: 0.22
Time value: 0.09
Break-even: 26.90
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 6.90%
Delta: -0.57
Theta: 0.00
Omega: -5.09
Rho: -0.12
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month  
+11.54%
3 Months
  -14.71%
YTD     0.00%
1 Year
  -49.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 0.460 0.220
High (YTD): 2024-02-14 0.460
Low (YTD): 2024-05-23 0.220
52W High: 2023-06-01 0.570
52W Low: 2024-05-23 0.220
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   130.34%
Volatility 6M:   101.16%
Volatility 1Y:   92.02%
Volatility 3Y:   -