OverviewChartNewsTraderScreen

JP Morgan Put 100 A 17.01.2025/  DE000JL5K6N5  /

EUWAX
2024-06-24  10:26:28 AM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 100.00 - 2025-01-17 Put
 

Master data

WKN: JL5K6N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.21
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.25
Parity: -2.47
Time value: 0.23
Break-even: 97.70
Moneyness: 0.80
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.10
Spread %: 76.92%
Delta: -0.13
Theta: -0.01
Omega: -7.26
Rho: -0.11
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+18.18%
3 Months
  -18.75%
YTD
  -63.89%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.190 0.100
6M High / 6M Low: 0.500 0.092
High (YTD): 2024-01-17 0.500
Low (YTD): 2024-05-21 0.092
52W High: 2023-10-30 1.250
52W Low: 2024-05-21 0.092
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.524
Avg. volume 1Y:   0.000
Volatility 1M:   273.79%
Volatility 6M:   152.24%
Volatility 1Y:   122.57%
Volatility 3Y:   -