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JP Morgan Put 50 BK 17.01.2025/  DE000JS7P3U5  /

EUWAX
7/10/2024  11:44:14 AM Chg.-0.006 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.081EUR -6.90% -
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: -46.40
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -0.57
Time value: 0.12
Break-even: 48.80
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 46.34%
Delta: -0.21
Theta: -0.01
Omega: -9.52
Rho: -0.07
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.81%
1 Month
  -19.00%
3 Months
  -57.37%
YTD
  -79.75%
1 Year
  -90.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.130 0.080
6M High / 6M Low: 0.380 0.080
High (YTD): 1/5/2024 0.420
Low (YTD): 7/4/2024 0.080
52W High: 10/3/2023 1.040
52W Low: 7/4/2024 0.080
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   40
Avg. price 1Y:   0.472
Avg. volume 1Y:   19.685
Volatility 1M:   135.36%
Volatility 6M:   119.40%
Volatility 1Y:   96.82%
Volatility 3Y:   -