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JP Morgan Put 250 AP3 17.01.2025/  DE000JS6K0L6  /

EUWAX
07/06/2024  12:18:32 Chg.+0.050 Bid20:02:00 Ask20:02:00 Underlying Strike price Expiration date Option type
0.960EUR +5.49% 0.760
Bid Size: 25,000		 0.800
Ask Size: 25,000		 AIR PROD. CHEM. ... 250.00 - 17/01/2025 Put
 

Master data

WKN: JS6K0L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.51
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.24
Implied volatility: 0.16
Historic volatility: 0.25
Parity: 0.24
Time value: 0.86
Break-even: 239.00
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 15.79%
Delta: -0.43
Theta: -0.02
Omega: -9.77
Rho: -0.73
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.66%
1 Month
  -49.47%
3 Months
  -56.76%
YTD
  -39.24%
1 Year
  -56.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.910
1M High / 1M Low: 1.900 0.910
6M High / 6M Low: 3.950 0.910
High (YTD): 08/02/2024 3.950
Low (YTD): 06/06/2024 0.910
52W High: 08/02/2024 3.950
52W Low: 06/06/2024 0.910
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.332
Avg. volume 1M:   0.000
Avg. price 6M:   2.183
Avg. volume 6M:   0.000
Avg. price 1Y:   1.938
Avg. volume 1Y:   0.000
Volatility 1M:   111.76%
Volatility 6M:   157.11%
Volatility 1Y:   137.73%
Volatility 3Y:   -