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JP Morgan Put 55 ADM 17.01.2025/  DE000JS8J0S2  /

EUWAX
05/07/2024  10:08:27 Chg.0.000 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
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: -27.61
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.30
Parity: -0.30
Time value: 0.21
Break-even: 52.90
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 31.25%
Delta: -0.30
Theta: -0.01
Omega: -8.41
Rho: -0.11
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -30.43%
3 Months
  -38.46%
YTD
  -27.27%
1 Year
  -36.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.260 0.160
6M High / 6M Low: 0.780 0.160
High (YTD): 25/01/2024 0.780
Low (YTD): 05/07/2024 0.160
52W High: 25/01/2024 0.780
52W Low: 05/07/2024 0.160
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.301
Avg. volume 1Y:   0.000
Volatility 1M:   122.57%
Volatility 6M:   220.83%
Volatility 1Y:   168.91%
Volatility 3Y:   -