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JP Morgan Put 220 ADP 17.01.2025/  DE000JS7XJX8  /

EUWAX
2024-06-17  11:42:30 AM Chg.-0.020 Bid2:39:47 PM Ask2:39:47 PM Underlying Strike price Expiration date Option type
0.890EUR -2.20% 0.910
Bid Size: 7,500		 0.930
Ask Size: 7,500		 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: -24.38
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.67
Time value: 0.93
Break-even: 210.70
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.33%
Delta: -0.35
Theta: -0.02
Omega: -8.43
Rho: -0.51
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.27%
1 Month  
+11.25%
3 Months
  -24.58%
YTD
  -51.10%
1 Year
  -65.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.740
1M High / 1M Low: 1.060 0.700
6M High / 6M Low: 1.920 0.700
High (YTD): 2024-01-03 1.810
Low (YTD): 2024-05-23 0.700
52W High: 2023-06-23 2.820
52W Low: 2024-05-23 0.700
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.843
Avg. volume 1M:   0.000
Avg. price 6M:   1.193
Avg. volume 6M:   0.000
Avg. price 1Y:   1.582
Avg. volume 1Y:   0.000
Volatility 1M:   136.15%
Volatility 6M:   98.29%
Volatility 1Y:   89.98%
Volatility 3Y:   -