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JP Morgan Put 100 A 17.01.2025/  DE000JL5K6N5  /

EUWAX
2024-06-17  10:42:23 AM Chg.0.000 Bid3:55:26 PM Ask3:55:26 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.160
Bid Size: 50,000		 0.180
Ask Size: 50,000		 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: -46.66
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -2.13
Time value: 0.26
Break-even: 97.40
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.36
Spread abs.: 0.09
Spread %: 52.94%
Delta: -0.15
Theta: -0.01
Omega: -7.19
Rho: -0.12
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+75.26%
3 Months
  -15.00%
YTD
  -52.78%
1 Year
  -76.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.190 0.092
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:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.537
Avg. volume 1Y:   0.000
Volatility 1M:   267.33%
Volatility 6M:   149.22%
Volatility 1Y:   121.44%
Volatility 3Y:   -