OverviewChartNewsTraderScreen

JP Morgan Put 240 ALGN 17.01.2025/  DE000JS62836  /

EUWAX
2024-06-25  11:28:09 AM Chg.+0.020 Bid12:35:26 PM Ask12:35:26 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.280
Bid Size: 20,000		 0.290
Ask Size: 20,000		 Align Technology Inc 240.00 - 2025-01-17 Put
 

Master data

WKN: JS6283
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -7.36
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.19
Implied volatility: 0.32
Historic volatility: 0.42
Parity: 0.19
Time value: 0.11
Break-even: 210.00
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 7.14%
Delta: -0.55
Theta: -0.04
Omega: -4.08
Rho: -0.86
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+21.74%
3 Months  
+75.00%
YTD
  -6.67%
1 Year  
+7.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.260
1M High / 1M Low: 0.270 0.180
6M High / 6M Low: 0.360 0.110
High (YTD): 2024-01-25 0.360
Low (YTD): 2024-04-25 0.110
52W High: 2023-11-01 0.680
52W Low: 2024-04-25 0.110
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   144.57%
Volatility 6M:   129.20%
Volatility 1Y:   121.32%
Volatility 3Y:   -