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JP Morgan Put 230 ADP 17.01.2025/  DE000JS6PLL7  /

EUWAX
2024-05-30  8:29:38 AM Chg.+0.05 Bid4:14:02 PM Ask4:14:02 PM Underlying Strike price Expiration date Option type
1.41EUR +3.68% 1.35
Bid Size: 50,000		 1.37
Ask Size: 50,000		 AUTOM. DATA PROC. DL... 230.00 - 2025-01-17 Put
 

Master data

WKN: JS6PLL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.88
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.77
Implied volatility: 0.18
Historic volatility: 0.17
Parity: 0.77
Time value: 0.63
Break-even: 216.00
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 2.19%
Delta: -0.50
Theta: -0.01
Omega: -7.93
Rho: -0.79
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -4.08%
3 Months  
+6.82%
YTD
  -35.62%
1 Year
  -63.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 0.94
1M High / 1M Low: 1.47 0.94
6M High / 6M Low: 2.36 0.94
High (YTD): 2024-01-02 2.20
Low (YTD): 2024-05-23 0.94
52W High: 2023-05-31 4.02
52W Low: 2024-05-23 0.94
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   151.59%
Volatility 6M:   88.41%
Volatility 1Y:   86.50%
Volatility 3Y:   -