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JP Morgan Put 220 ADP 17.01.2025/  DE000JS7XJX8  /

EUWAX
2024-05-30  11:50:57 AM Chg.+0.08 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.06EUR +8.16% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 220.00 - 2025-01-17 Put
 

Master data

WKN: JS7XJX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.77
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.23
Time value: 1.07
Break-even: 209.30
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.88%
Delta: -0.39
Theta: -0.02
Omega: -8.00
Rho: -0.61
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 0.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.43%
1 Month
  -7.83%
3 Months  
+1.92%
YTD
  -41.76%
1 Year
  -68.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.700
1M High / 1M Low: 1.150 0.700
6M High / 6M Low: 2.000 0.700
High (YTD): 2024-01-03 1.810
Low (YTD): 2024-05-23 0.700
52W High: 2023-05-31 3.390
52W Low: 2024-05-23 0.700
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   1.690
Avg. volume 1Y:   0.000
Volatility 1M:   157.65%
Volatility 6M:   92.20%
Volatility 1Y:   86.88%
Volatility 3Y:   -