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JP Morgan Put 170 AMT 17.01.2025/  DE000JS6BY27  /

EUWAX
31/05/2024  11:39:03 Chg.-0.120 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.680EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 170.00 - 17/01/2025 Put
 

Master data

WKN: JS6BY2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Tower Corporation
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: -26.93
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -1.04
Time value: 0.67
Break-even: 163.30
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 17.54%
Delta: -0.29
Theta: -0.02
Omega: -7.88
Rho: -0.37
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -45.60%
3 Months
  -31.31%
YTD
  -13.92%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.680
1M High / 1M Low: 1.110 0.600
6M High / 6M Low: 1.440 0.600
High (YTD): 19/04/2024 1.440
Low (YTD): 22/05/2024 0.600
52W High: 04/10/2023 2.880
52W Low: 22/05/2024 0.600
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.955
Avg. volume 6M:   0.000
Avg. price 1Y:   1.401
Avg. volume 1Y:   0.000
Volatility 1M:   140.92%
Volatility 6M:   123.37%
Volatility 1Y:   109.44%
Volatility 3Y:   -