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JP Morgan Put 100 ADS 20.12.2024/  DE000JS7NTS8  /

EUWAX
5/30/2024  11:33:49 AM Chg.-0.004 Bid2:20:23 PM Ask2:20:23 PM Underlying Strike price Expiration date Option type
0.053EUR -7.02% 0.043
Bid Size: 20,000		 0.053
Ask Size: 20,000		 ADIDAS AG NA O.N. 100.00 - 12/20/2024 Put
 

Master data

WKN: JS7NTS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 12/20/2024
Issue date: 2/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -206.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.29
Parity: -12.71
Time value: 0.11
Break-even: 98.90
Moneyness: 0.44
Premium: 0.56
Premium p.a.: 1.23
Spread abs.: 0.06
Spread %: 111.54%
Delta: -0.02
Theta: -0.01
Omega: -4.71
Rho: -0.04
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -3.64%
3 Months
  -59.23%
YTD
  -72.11%
1 Year
  -91.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.056
1M High / 1M Low: 0.058 0.049
6M High / 6M Low: 0.260 0.049
High (YTD): 1/17/2024 0.260
Low (YTD): 5/6/2024 0.049
52W High: 6/1/2023 0.670
52W Low: 5/6/2024 0.049
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.267
Avg. volume 1Y:   0.000
Volatility 1M:   86.99%
Volatility 6M:   99.23%
Volatility 1Y:   98.94%
Volatility 3Y:   -