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JP Morgan Put 50 ABEC 17.01.2025/  DE000JS5JZV1  /

EUWAX
2024-11-14  9:06:13 AM Chg.0.000 Bid5:55:10 PM Ask5:55:10 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 75,000		 0.016
Ask Size: 75,000		 ALPHABET INC.CL C DL... 50.00 - 2025-01-17 Put
 

Master data

WKN: JS5JZV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALPHABET INC.CL C DL-,001
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -551.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.39
Historic volatility: 0.24
Parity: -12.08
Time value: 0.03
Break-even: 49.69
Moneyness: 0.29
Premium: 0.71
Premium p.a.: 20.26
Spread abs.: 0.03
Spread %: 3,000.00%
Delta: -0.01
Theta: -0.02
Omega: -4.31
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -83.33%
YTD
  -94.74%
1 Year
  -95.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.012 0.001
High (YTD): 2024-01-04 0.021
Low (YTD): 2024-11-13 0.001
52W High: 2023-12-04 0.025
52W Low: 2024-11-13 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.007
Avg. volume 1Y:   0.000
Volatility 1M:   540.94%
Volatility 6M:   535.56%
Volatility 1Y:   429.84%
Volatility 3Y:   -