JP Morgan Put 215 WM 17.01.2025
/ DE000JK6ANY6
JP Morgan Put 215 WM 17.01.2025/ DE000JK6ANY6 /
| 6/7/2024 12:54:26 PM |
Chg.+0.01 |
Bid6:56:34 PM |
Ask6:56:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+0.68% |
1.54
Bid Size: 50,000 |
1.57
Ask Size: 50,000 |
Waste Management |
215.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JK6ANY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
215.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
1.15 |
| Time value: |
0.38 |
| Break-even: |
182.16 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
6.41% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-6.94 |
| Rho: |
-0.74 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.76% |
| 1 Month |
|
|
+23.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.22 |
| 1M High / 1M Low: |
1.65 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
