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JP Morgan Put 230 ALGN 17.01.2025/  DE000JS62828  /

EUWAX
2024-06-25  11:28:09 AM Chg.+0.010 Bid12:05:58 PM Ask12:05:58 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.230
Bid Size: 10,000		 0.250
Ask Size: 10,000		 Align Technology Inc 230.00 - 2025-01-17 Put
 

Master data

WKN: JS6282
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.50
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.09
Implied volatility: 0.36
Historic volatility: 0.42
Parity: 0.09
Time value: 0.17
Break-even: 204.00
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 8.33%
Delta: -0.48
Theta: -0.04
Omega: -4.05
Rho: -0.74
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+21.05%
3 Months  
+64.29%
YTD
  -14.81%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.220
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: 0.320 0.096
High (YTD): 2024-01-25 0.320
Low (YTD): 2024-04-25 0.096
52W High: 2023-11-01 0.610
52W Low: 2024-04-25 0.096
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.247
Avg. volume 1Y:   0.000
Volatility 1M:   153.10%
Volatility 6M:   129.55%
Volatility 1Y:   123.84%
Volatility 3Y:   -