JP Morgan Put 70 FAST 17.01.2025/  DE000JF1XY98  /

EUWAX
2024-12-20  8:49:04 PM Chg.- Bid12:36:01 PM Ask12:36:01 PM Underlying Strike price Expiration date Option type
0.075EUR - 0.079
Bid Size: 5,000
0.094
Ask Size: 5,000
Fastenal Company 70.00 USD 2025-01-17 Put
 

Master data

WKN: JF1XY9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-20
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.70
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.22
Parity: -0.46
Time value: 0.10
Break-even: 66.13
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.99
Spread abs.: 0.02
Spread %: 26.32%
Delta: -0.23
Theta: -0.04
Omega: -16.90
Rho: -0.01
 

Quote data

Open: 0.110
High: 0.120
Low: 0.075
Previous Close: -
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -