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JP Morgan Put 250 AP3 17.01.2025/  DE000JS6K0L6  /

EUWAX
26/07/2024  11:34:28 Chg.+0.08 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.24EUR +6.90% -
Bid Size: -		 -
Ask Size: -		 AIR PROD. CHEM. ... 250.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.94
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.96
Implied volatility: 0.16
Historic volatility: 0.26
Parity: 0.96
Time value: 0.38
Break-even: 236.60
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.15
Spread %: 12.61%
Delta: -0.56
Theta: -0.01
Omega: -10.03
Rho: -0.70
 

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  
+13.76%
3 Months
  -52.67%
YTD
  -21.52%
1 Year
  -13.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.05
1M High / 1M Low: 1.68 0.83
6M High / 6M Low: 3.95 0.68
High (YTD): 08/02/2024 3.95
Low (YTD): 13/06/2024 0.68
52W High: 08/02/2024 3.95
52W Low: 13/06/2024 0.68
Avg. price 1W:   1.26
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:   240.30%
Volatility 6M:   190.35%
Volatility 1Y:   156.00%
Volatility 3Y:   -