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JP Morgan Put 50 BK 17.01.2025/  DE000JS7P3U5  /

EUWAX
2024-06-14  11:39:56 AM Chg.- Bid8:05:11 AM Ask8:05:11 AM Underlying Strike price Expiration date Option type
0.130EUR - 0.130
Bid Size: 7,500		 0.170
Ask Size: 7,500		 Bank of New York Mel... 50.00 - 2025-01-17 Put
 

Master data

WKN: JS7P3U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.88
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.42
Time value: 0.17
Break-even: 48.30
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 30.77%
Delta: -0.26
Theta: -0.01
Omega: -8.24
Rho: -0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+8.33%
3 Months
  -45.83%
YTD
  -67.50%
1 Year
  -83.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.097
1M High / 1M Low: 0.130 0.097
6M High / 6M Low: 0.440 0.097
High (YTD): 2024-01-05 0.420
Low (YTD): 2024-06-11 0.097
52W High: 2023-10-03 1.040
52W Low: 2024-06-11 0.097
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   40.650
Avg. price 1Y:   0.516
Avg. volume 1Y:   19.763
Volatility 1M:   171.35%
Volatility 6M:   114.12%
Volatility 1Y:   94.11%
Volatility 3Y:   -