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JP Morgan Put 200 AMT 17.01.2025/  DE000JS6BY35  /

EUWAX
9/9/2024  11:22:20 AM Chg.-0.030 Bid7:39:25 PM Ask7:39:25 PM Underlying Strike price Expiration date Option type
0.370EUR -7.50% 0.330
Bid Size: 25,000		 0.370
Ask Size: 25,000		 American Tower Corpo... 200.00 - 1/17/2025 Put
 

Master data

WKN: JS6BY3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.38
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -1.30
Time value: 0.48
Break-even: 195.20
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 26.32%
Delta: -0.26
Theta: -0.03
Omega: -11.63
Rho: -0.22
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.57%
1 Month
  -45.59%
3 Months
  -74.66%
YTD
  -76.28%
1 Year
  -88.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.700 0.400
6M High / 6M Low: 3.160 0.400
High (YTD): 4/19/2024 3.160
Low (YTD): 9/5/2024 0.400
52W High: 10/4/2023 4.780
52W Low: 9/5/2024 0.400
Avg. price 1W:   0.435
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   1.575
Avg. volume 6M:   0.000
Avg. price 1Y:   2.130
Avg. volume 1Y:   0.000
Volatility 1M:   130.97%
Volatility 6M:   140.82%
Volatility 1Y:   116.64%
Volatility 3Y:   -