JP Morgan Put 160 AMT 17.01.2025
/ DE000JS6BY01
JP Morgan Put 160 AMT 17.01.2025/ DE000JS6BY01 /
9/9/2024 11:22:19 AM |
Chg.-0.008 |
Bid4:37:37 PM |
Ask4:37:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.070EUR |
-10.26% |
0.068 Bid Size: 20,000 |
- Ask Size: - |
American Tower Corpo... |
160.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JS6BY0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Tower Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-273.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
-5.30 |
Time value: |
0.08 |
Break-even: |
159.22 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.00 |
Spread %: |
1.30% |
Delta: |
-0.04 |
Theta: |
-0.01 |
Omega: |
-12.20 |
Rho: |
-0.04 |
Quote data
Open: |
0.070 |
High: |
0.070 |
Low: |
0.070 |
Previous Close: |
0.078 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.91% |
1 Month |
|
|
-53.33% |
3 Months |
|
|
-79.41% |
YTD |
|
|
-88.52% |
1 Year |
|
|
-95.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.093 |
0.078 |
1M High / 1M Low: |
0.160 |
0.078 |
6M High / 6M Low: |
1.050 |
0.078 |
High (YTD): |
4/19/2024 |
1.050 |
Low (YTD): |
9/5/2024 |
0.078 |
52W High: |
10/4/2023 |
2.370 |
52W Low: |
9/5/2024 |
0.078 |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.420 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.789 |
Avg. volume 1Y: |
|
5.976 |
Volatility 1M: |
|
137.22% |
Volatility 6M: |
|
181.34% |
Volatility 1Y: |
|
146.22% |
Volatility 3Y: |
|
- |