OverviewChartNewsTraderScreen

JP Morgan Put 50 BK 17.01.2025/  DE000JS7P3U5  /

EUWAX
2024-05-06  11:15:33 AM Chg.-0.010 Bid2024-05-06 Ask2024-05-06 Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.160
Bid Size: 7,500		 0.200
Ask Size: 7,500		 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: -26.49
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.30
Time value: 0.20
Break-even: 48.00
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 25.00%
Delta: -0.29
Theta: 0.00
Omega: -7.72
Rho: -0.12
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.00%
3 Months
  -46.67%
YTD
  -60.00%
1 Year
  -86.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.750 0.160
High (YTD): 2024-01-05 0.420
Low (YTD): 2024-04-29 0.160
52W High: 2023-05-16 1.180
52W Low: 2024-04-29 0.160
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   40.650
Avg. price 1Y:   0.622
Avg. volume 1Y:   19.763
Volatility 1M:   122.14%
Volatility 6M:   91.48%
Volatility 1Y:   80.31%
Volatility 3Y:   -