OverviewChartNewsTraderScreen

JP Morgan Put 120 ADI 17.01.2025/  DE000JB53EC1  /

EUWAX
2024-05-17  9:21:06 AM Chg.+0.005 Bid6:26:09 PM Ask6:26:09 PM Underlying Strike price Expiration date Option type
0.059EUR +9.26% 0.058
Bid Size: 15,000		 0.088
Ask Size: 15,000		 Analog Devices Inc 120.00 USD 2025-01-17 Put
 

Master data

WKN: JB53EC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -164.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -8.66
Time value: 0.12
Break-even: 109.22
Moneyness: 0.56
Premium: 0.45
Premium p.a.: 0.73
Spread abs.: 0.06
Spread %: 100.00%
Delta: -0.04
Theta: -0.01
Omega: -5.85
Rho: -0.06
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.95%
1 Month
  -65.29%
3 Months
  -77.31%
YTD
  -73.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.054
1M High / 1M Low: 0.200 0.054
6M High / 6M Low: 0.400 0.054
High (YTD): 2024-01-04 0.330
Low (YTD): 2024-05-16 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.37%
Volatility 6M:   159.81%
Volatility 1Y:   -
Volatility 3Y:   -