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JP Morgan Put 270 AP3 17.01.2025/  DE000JS6K0N2  /

EUWAX
2024-06-21  11:02:02 AM Chg.+0.13 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.66EUR +8.50% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 270.00 - 2025-01-17 Put
 

Master data

WKN: JS6K0N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Put
Strike price: 270.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.84
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 1.48
Implied volatility: 0.15
Historic volatility: 0.26
Parity: 1.48
Time value: 0.24
Break-even: 252.80
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.15
Spread %: 9.55%
Delta: -0.60
Theta: -0.01
Omega: -8.88
Rho: -0.97
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.80%
1 Month
  -13.99%
3 Months
  -56.66%
YTD
  -26.22%
1 Year
  -33.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.52
1M High / 1M Low: 2.16 1.24
6M High / 6M Low: 5.38 1.24
High (YTD): 2024-02-08 5.38
Low (YTD): 2024-06-13 1.24
52W High: 2024-02-08 5.38
52W Low: 2024-06-13 1.24
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   3.09
Avg. volume 6M:   0.00
Avg. price 1Y:   2.69
Avg. volume 1Y:   0.00
Volatility 1M:   125.87%
Volatility 6M:   146.63%
Volatility 1Y:   129.12%
Volatility 3Y:   -