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JP Morgan Put 170 ADP 17.01.2025/  DE000JS7XJS8  /

EUWAX
30/05/2024  11:50:57 Chg.+0.030 Bid20:32:50 Ask20:32:50 Underlying Strike price Expiration date Option type
0.240EUR +14.29% 0.220
Bid Size: 25,000		 0.240
Ask Size: 25,000		 AUTOM. DATA PROC. DL... 170.00 - 17/01/2025 Put
 

Master data

WKN: JS7XJS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -79.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -5.23
Time value: 0.28
Break-even: 167.20
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 21.74%
Delta: -0.10
Theta: -0.02
Omega: -7.69
Rho: -0.15
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month
  -17.24%
3 Months
  -14.29%
YTD
  -60.00%
1 Year
  -83.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.690 0.150
High (YTD): 02/01/2024 0.600
Low (YTD): 23/05/2024 0.150
52W High: 31/05/2023 1.460
52W Low: 23/05/2024 0.150
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.369
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   180.28%
Volatility 6M:   111.03%
Volatility 1Y:   107.84%
Volatility 3Y:   -