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JP Morgan Put 250 AP3 17.01.2025/  DE000JS6K0L6  /

EUWAX
2024-07-26  11:34:28 AM Chg.+0.08 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.24EUR +6.90% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 250.00 - 2025-01-17 Put
 

Master data

WKN: JS6K0L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
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: 10:1
Exercise type: American
Quanto: No
Gearing: -17.02
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.17
Implied volatility: 0.15
Historic volatility: 0.26
Parity: 1.17
Time value: 0.23
Break-even: 236.00
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.15
Spread %: 12.00%
Delta: -0.60
Theta: -0.01
Omega: -10.17
Rho: -0.75
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.53%
1 Month  
+34.78%
3 Months
  -52.67%
YTD
  -21.52%
1 Year
  -7.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 0.98
1M High / 1M Low: 1.68 0.83
6M High / 6M Low: 3.95 0.68
High (YTD): 2024-02-08 3.95
Low (YTD): 2024-06-13 0.68
52W High: 2024-02-08 3.95
52W Low: 2024-06-13 0.68
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.99
Avg. volume 6M:   0.00
Avg. price 1Y:   1.85
Avg. volume 1Y:   0.00
Volatility 1M:   245.75%
Volatility 6M:   190.31%
Volatility 1Y:   156.03%
Volatility 3Y:   -