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JP Morgan Put 45 BK 17.01.2025/  DE000JS7P3S9  /

EUWAX
2024-05-23  11:36:15 AM Chg.-0.002 Bid1:34:55 PM Ask1:34:55 PM Underlying Strike price Expiration date Option type
0.059EUR -3.28% 0.058
Bid Size: 5,000		 0.098
Ask Size: 5,000		 Bank of New York Mel... 45.00 - 2025-01-17 Put
 

Master data

WKN: JS7P3S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.52
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -0.95
Time value: 0.11
Break-even: 43.90
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.05
Spread %: 86.44%
Delta: -0.15
Theta: -0.01
Omega: -7.40
Rho: -0.06
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.35%
1 Month
  -36.56%
3 Months
  -60.67%
YTD
  -76.40%
1 Year
  -92.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.057
1M High / 1M Low: 0.095 0.057
6M High / 6M Low: 0.380 0.057
High (YTD): 2024-01-05 0.270
Low (YTD): 2024-05-20 0.057
52W High: 2023-05-24 0.820
52W Low: 2024-05-20 0.057
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   48.780
Avg. price 1Y:   0.385
Avg. volume 1Y:   74.510
Volatility 1M:   101.06%
Volatility 6M:   109.97%
Volatility 1Y:   94.58%
Volatility 3Y:   -