OverviewChartNewsTraderScreen

JP Morgan Put 55 ADM 17.01.2025/  DE000JS8J0S2  /

EUWAX
8/30/2024  10:23:15 AM Chg.- Bid8:12:35 AM Ask8:12:35 AM Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -		 -
Ask Size: -		 ARCHER DANIELS MIDLA... 55.00 - 1/17/2025 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: 1/17/2025
Issue date: 3/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -34.51
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.29
Parity: -0.02
Time value: 0.16
Break-even: 53.40
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 23.08%
Delta: -0.41
Theta: 0.00
Omega: -14.07
Rho: -0.09
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -30.00%
3 Months
  -46.15%
YTD
  -36.36%
1 Year
  -39.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.300 0.140
6M High / 6M Low: 0.640 0.120
High (YTD): 1/25/2024 0.780
Low (YTD): 7/18/2024 0.120
52W High: 1/25/2024 0.780
52W Low: 7/18/2024 0.120
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   216.06%
Volatility 6M:   156.79%
Volatility 1Y:   184.89%
Volatility 3Y:   -