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JP Morgan Put 120 ADI 17.01.2025/  DE000JB53EC1  /

EUWAX
2024-05-16  9:21:22 AM Chg.-0.016 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.054EUR -22.86% -
Bid Size: -		 -
Ask Size: -		 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: -165.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -8.79
Time value: 0.12
Break-even: 109.01
Moneyness: 0.56
Premium: 0.45
Premium p.a.: 0.74
Spread abs.: 0.06
Spread %: 114.29%
Delta: -0.04
Theta: -0.01
Omega: -5.79
Rho: -0.05
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -68.24%
3 Months
  -79.23%
YTD
  -75.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.070
1M High / 1M Low: 0.200 0.070
6M High / 6M Low: 0.440 0.070
High (YTD): 2024-01-04 0.330
Low (YTD): 2024-05-15 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.11%
Volatility 6M:   157.27%
Volatility 1Y:   -
Volatility 3Y:   -