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JP Morgan Put 250 ALGN 17.01.2025/  DE000JS62844  /

EUWAX
2024-07-10  11:43:24 AM Chg.+0.010 Bid5:30:40 PM Ask5:30:40 PM Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.290
Bid Size: 200,000		 0.300
Ask Size: 200,000		 Align Technology Inc 250.00 - 2025-01-17 Put
 

Master data

WKN: JS6284
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -7.63
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.21
Implied volatility: 0.30
Historic volatility: 0.42
Parity: 0.21
Time value: 0.09
Break-even: 220.00
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 7.14%
Delta: -0.58
Theta: -0.04
Omega: -4.44
Rho: -0.85
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+7.69%
3 Months  
+55.56%
YTD
  -17.65%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.330 0.210
6M High / 6M Low: 0.410 0.130
High (YTD): 2024-01-25 0.410
Low (YTD): 2024-04-25 0.130
52W High: 2023-11-01 0.740
52W Low: 2024-04-25 0.130
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   144.89%
Volatility 6M:   120.48%
Volatility 1Y:   116.28%
Volatility 3Y:   -