JP Morgan Put 70 ABEC 20.12.2024/  DE000JS6ADW3  /

EUWAX
14/11/2024  08:25:22 Chg.0.000 Bid15:42:09 Ask15:42:09 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 75,000
0.016
Ask Size: 75,000
ALPHABET INC.CL C DL... 70.00 - 20/12/2024 Put
 

Master data

WKN: JS6ADW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALPHABET INC.CL C DL-,001
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -813.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.29
Historic volatility: 0.24
Parity: -10.08
Time value: 0.02
Break-even: 69.79
Moneyness: 0.41
Premium: 0.59
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: -0.01
Theta: -0.02
Omega: -6.52
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -91.67%
YTD
  -98.11%
1 Year
  -98.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.015 0.001
High (YTD): 02/01/2024 0.058
Low (YTD): 13/11/2024 0.001
52W High: 04/12/2023 0.079
52W Low: 13/11/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.019
Avg. volume 1Y:   0.000
Volatility 1M:   422.58%
Volatility 6M:   361.54%
Volatility 1Y:   302.62%
Volatility 3Y:   -