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JP Morgan Put 50 BK 17.01.2025/  DE000JS7P3U5  /

EUWAX
2024-05-27  11:28:05 AM Chg.-0.010 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 5,000		 0.180
Ask Size: 5,000		 Bank of New York Mel... 50.00 - 2025-01-17 Put
 

Master data

WKN: JS7P3U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -34.05
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.45
Time value: 0.16
Break-even: 48.40
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 33.33%
Delta: -0.24
Theta: -0.01
Omega: -8.33
Rho: -0.10
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -29.41%
3 Months
  -53.85%
YTD
  -70.00%
1 Year
  -88.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.590 0.110
High (YTD): 2024-01-05 0.420
Low (YTD): 2024-05-23 0.110
52W High: 2023-05-31 1.120
52W Low: 2024-05-23 0.110
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   40.650
Avg. price 1Y:   0.564
Avg. volume 1Y:   19.763
Volatility 1M:   131.84%
Volatility 6M:   100.27%
Volatility 1Y:   86.12%
Volatility 3Y:   -