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JP Morgan Put 50 BK 17.01.2025/  DE000JS7P3U5  /

EUWAX
7/26/2024  11:34:56 AM Chg.-0.009 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.036EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 Bank of New York Mel... 50.00 - 1/17/2025 Put
 

Master data

WKN: JS7P3U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bank of New York Mellon Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -1.02
Time value: 0.10
Break-even: 49.04
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 166.67%
Delta: -0.14
Theta: -0.01
Omega: -8.69
Rho: -0.04
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -67.27%
3 Months
  -78.82%
YTD
  -91.00%
1 Year
  -95.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.036
1M High / 1M Low: 0.110 0.036
6M High / 6M Low: 0.310 0.036
High (YTD): 1/5/2024 0.420
Low (YTD): 7/26/2024 0.036
52W High: 10/3/2023 1.040
52W Low: 7/26/2024 0.036
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   19.685
Volatility 1M:   188.25%
Volatility 6M:   137.65%
Volatility 1Y:   107.64%
Volatility 3Y:   -