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JP Morgan Put 60 ADM 17.01.2025/  DE000JS7SYM0  /

EUWAX
2024-07-26  11:35:16 AM Chg.-0.040 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 ARCHER DANIELS MIDLA... 60.00 - 2025-01-17 Put
 

Master data

WKN: JS7SYM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ARCHER DANIELS MIDLAND
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.65
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.11
Implied volatility: 0.18
Historic volatility: 0.30
Parity: 0.11
Time value: 0.19
Break-even: 57.00
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 15.38%
Delta: -0.48
Theta: -0.01
Omega: -9.37
Rho: -0.15
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -28.21%
3 Months
  -39.13%
YTD
  -12.50%
1 Year  
+27.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 1.020 0.220
High (YTD): 2024-01-25 1.110
Low (YTD): 2024-07-18 0.220
52W High: 2024-01-25 1.110
52W Low: 2024-07-18 0.220
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   166.25%
Volatility 6M:   114.10%
Volatility 1Y:   156.71%
Volatility 3Y:   -