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JP Morgan Put 105 A 17.01.2025/  DE000JL67YW6  /

EUWAX
2024-09-25  10:43:56 AM Chg.-0.005 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.058EUR -7.94% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 105.00 - 2025-01-17 Put
 

Master data

WKN: JL67YW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -84.51
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -2.18
Time value: 0.15
Break-even: 103.50
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.72
Spread abs.: 0.09
Spread %: 163.16%
Delta: -0.12
Theta: -0.02
Omega: -10.18
Rho: -0.05
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.58%
1 Month
  -36.96%
3 Months
  -63.75%
YTD
  -86.82%
1 Year
  -94.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.057
1M High / 1M Low: 0.100 0.057
6M High / 6M Low: 0.350 0.057
High (YTD): 2024-01-17 0.610
Low (YTD): 2024-09-20 0.057
52W High: 2023-10-30 1.470
52W Low: 2024-09-20 0.057
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   169.69%
Volatility 6M:   208.58%
Volatility 1Y:   163.74%
Volatility 3Y:   -