OverviewChartNewsTraderScreen

JP Morgan Put 60 ADM 17.01.2025/  DE000JS7SYM0  /

EUWAX
05/07/2024  16:07:04 Chg.+0.040 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.350EUR +12.90% -
Bid Size: -		 -
Ask Size: -		 ARCHER DANIELS MIDLA... 60.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.11
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.20
Implied volatility: 0.19
Historic volatility: 0.30
Parity: 0.20
Time value: 0.16
Break-even: 56.40
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 16.13%
Delta: -0.52
Theta: 0.00
Omega: -8.31
Rho: -0.18
 

Quote data

Open: 0.310
High: 0.350
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -12.50%
3 Months
  -16.67%
YTD  
+9.38%
1 Year  
+2.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: 1.110 0.310
High (YTD): 25/01/2024 1.110
Low (YTD): 04/07/2024 0.310
52W High: 25/01/2024 1.110
52W Low: 07/08/2023 0.220
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   0.439
Avg. volume 1Y:   0.000
Volatility 1M:   110.73%
Volatility 6M:   198.40%
Volatility 1Y:   153.09%
Volatility 3Y:   -