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JP Morgan Put 220 ADP 17.01.2025/  DE000JS7XJX8  /

EUWAX
7/26/2024  11:35:24 AM Chg.-0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.640EUR -8.57% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 220.00 - 1/17/2025 Put
 

Master data

WKN: JS7XJX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.94
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -1.28
Time value: 0.63
Break-even: 213.70
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 6.78%
Delta: -0.28
Theta: -0.03
Omega: -10.36
Rho: -0.34
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month
  -34.69%
3 Months
  -41.28%
YTD
  -64.84%
1 Year
  -59.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.640
1M High / 1M Low: 1.050 0.630
6M High / 6M Low: 1.510 0.630
High (YTD): 1/3/2024 1.810
Low (YTD): 7/18/2024 0.630
52W High: 11/1/2023 2.750
52W Low: 7/18/2024 0.630
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.859
Avg. volume 1M:   0.000
Avg. price 6M:   1.008
Avg. volume 6M:   0.000
Avg. price 1Y:   1.412
Avg. volume 1Y:   0.000
Volatility 1M:   108.35%
Volatility 6M:   121.36%
Volatility 1Y:   101.27%
Volatility 3Y:   -