OverviewChartNewsTraderScreen

JP Morgan Put 220 ALGN 17.01.2025/  DE000JS59YL1  /

EUWAX
15/11/2024  11:39:23 Chg.-0.020 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 Align Technology Inc 220.00 - 17/01/2025 Put
 

Master data

WKN: JS59YL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 220.00 -
Maturity: 17/01/2025
Issue date: 13/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -16.34
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.08
Implied volatility: 0.27
Historic volatility: 0.35
Parity: 0.08
Time value: 0.05
Break-even: 207.00
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.58
Theta: -0.06
Omega: -9.55
Rho: -0.23
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -38.10%
3 Months
  -18.75%
YTD
  -45.83%
1 Year
  -68.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.240 0.100
6M High / 6M Low: 0.300 0.099
High (YTD): 08/08/2024 0.300
Low (YTD): 25/04/2024 0.080
52W High: 17/11/2023 0.410
52W Low: 25/04/2024 0.080
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   247.34%
Volatility 6M:   182.39%
Volatility 1Y:   154.93%
Volatility 3Y:   -