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JP Morgan Put 170 ADI 17.01.2025/  DE000JL05BS2  /

EUWAX
2024-05-17  9:06:45 AM Chg.+0.030 Bid6:32:00 PM Ask6:32:00 PM Underlying Strike price Expiration date Option type
0.510EUR +6.25% 0.500
Bid Size: 50,000		 0.520
Ask Size: 50,000		 Analog Devices Inc 170.00 - 2025-01-17 Put
 

Master data

WKN: JL05BS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.49
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -2.70
Time value: 0.54
Break-even: 164.60
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 5.88%
Delta: -0.19
Theta: -0.02
Omega: -7.03
Rho: -0.29
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -54.87%
3 Months
  -60.16%
YTD
  -51.89%
1 Year
  -74.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.480
1M High / 1M Low: 1.290 0.480
6M High / 6M Low: 1.600 0.480
High (YTD): 2024-01-17 1.460
Low (YTD): 2024-05-16 0.480
52W High: 2023-10-31 2.720
52W Low: 2024-05-16 0.480
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   1.147
Avg. volume 6M:   0.000
Avg. price 1Y:   1.562
Avg. volume 1Y:   0.000
Volatility 1M:   152.33%
Volatility 6M:   120.06%
Volatility 1Y:   102.92%
Volatility 3Y:   -