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JP Morgan Put 140 ALGN 17.01.2025/  DE000JB6P3W8  /

EUWAX
2024-06-20  9:35:39 AM Chg.-0.001 Bid9:40:50 PM Ask9:40:50 PM Underlying Strike price Expiration date Option type
0.022EUR -4.35% 0.023
Bid Size: 125,000		 0.033
Ask Size: 125,000		 Align Technology Inc 140.00 USD 2025-01-17 Put
 

Master data

WKN: JB6P3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-01
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -30.87
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.42
Parity: -0.95
Time value: 0.07
Break-even: 122.97
Moneyness: 0.58
Premium: 0.45
Premium p.a.: 0.91
Spread abs.: 0.05
Spread %: 217.39%
Delta: -0.10
Theta: -0.05
Omega: -2.98
Rho: -0.17
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month  
+46.67%
3 Months
  -12.00%
YTD
  -65.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.013
1M High / 1M Low: 0.023 0.013
6M High / 6M Low: 0.077 0.012
High (YTD): 2024-01-17 0.077
Low (YTD): 2024-04-29 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.00%
Volatility 6M:   165.57%
Volatility 1Y:   -
Volatility 3Y:   -