JP Morgan Put 250 APD 20.12.2024/  DE000JK9F4Z9  /

EUWAX
2024-07-05  10:14:17 AM Chg.0.00 Bid8:31:54 PM Ask8:31:54 PM Underlying Strike price Expiration date Option type
1.33EUR 0.00% 1.29
Bid Size: 30,000
1.32
Ask Size: 30,000
Air Products and Che... 250.00 USD 2024-12-20 Put
 

Master data

WKN: JK9F4Z
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products and Chemicals Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.50
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.28
Time value: 1.51
Break-even: 216.16
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.20
Spread %: 15.27%
Delta: -0.40
Theta: -0.04
Omega: -6.26
Rho: -0.50
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.88%
1 Month  
+58.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.04
1M High / 1M Low: 1.60 0.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -