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JP Morgan Put 230 ADP 17.01.2025/  DE000JS6PLL7  /

EUWAX
02/08/2024  08:25:05 Chg.+0.120 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.680EUR +21.43% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 230.00 - 17/01/2025 Put
 

Master data

WKN: JS6PLL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Put
Strike price: 230.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.52
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -1.15
Time value: 0.68
Break-even: 223.20
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 6.25%
Delta: -0.30
Theta: -0.03
Omega: -10.50
Rho: -0.36
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -48.87%
3 Months
  -51.43%
YTD
  -68.95%
1 Year
  -66.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.510
1M High / 1M Low: 1.410 0.510
6M High / 6M Low: 1.640 0.510
High (YTD): 02/01/2024 2.200
Low (YTD): 31/07/2024 0.510
52W High: 01/11/2023 3.550
52W Low: 31/07/2024 0.510
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   1.045
Avg. volume 1M:   0.000
Avg. price 6M:   1.269
Avg. volume 6M:   0.000
Avg. price 1Y:   1.710
Avg. volume 1Y:   0.000
Volatility 1M:   164.18%
Volatility 6M:   121.12%
Volatility 1Y:   104.67%
Volatility 3Y:   -