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JP Morgan Put 55 ADM 17.01.2025/  DE000JS8J0S2  /

EUWAX
26/07/2024  10:24:41 Chg.-0.020 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.150EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 ARCHER DANIELS MIDLA... 55.00 - 17/01/2025 Put
 

Master data

WKN: JS8J0S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ARCHER DANIELS MIDLAND
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 17/01/2025
Issue date: 13/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.74
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.30
Parity: -0.39
Time value: 0.18
Break-even: 53.20
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 28.57%
Delta: -0.27
Theta: -0.01
Omega: -8.96
Rho: -0.09
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -31.82%
3 Months
  -46.43%
YTD
  -31.82%
1 Year
  -6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.750 0.120
High (YTD): 25/01/2024 0.780
Low (YTD): 18/07/2024 0.120
52W High: 25/01/2024 0.780
52W Low: 18/07/2024 0.120
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.349
Avg. volume 6M:   0.000
Avg. price 1Y:   0.297
Avg. volume 1Y:   0.000
Volatility 1M:   195.06%
Volatility 6M:   132.18%
Volatility 1Y:   173.70%
Volatility 3Y:   -