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JP Morgan Put 160 AMT 17.01.2025/  DE000JS6BY01  /

EUWAX
2024-05-31  11:39:03 AM Chg.-0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.450EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 160.00 - 2025-01-17 Put
 

Master data

WKN: JS6BY0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -34.04
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -2.04
Time value: 0.53
Break-even: 154.70
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.15
Spread %: 39.47%
Delta: -0.22
Theta: -0.02
Omega: -7.39
Rho: -0.28
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.46%
1 Month
  -50.00%
3 Months
  -39.19%
YTD
  -26.23%
1 Year
  -74.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.450
1M High / 1M Low: 0.780 0.400
6M High / 6M Low: 1.050 0.400
High (YTD): 2024-04-19 1.050
Low (YTD): 2024-05-22 0.400
52W High: 2023-10-04 2.370
52W Low: 2024-05-22 0.400
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.555
Avg. volume 1M:   0.000
Avg. price 6M:   0.709
Avg. volume 6M:   0.000
Avg. price 1Y:   1.100
Avg. volume 1Y:   5.882
Volatility 1M:   154.31%
Volatility 6M:   131.64%
Volatility 1Y:   116.35%
Volatility 3Y:   -