JP Morgan Put 105 A 17.01.2025
/ DE000JL67YW6
JP Morgan Put 105 A 17.01.2025/ DE000JL67YW6 /
20/09/2024 10:39:47 |
Chg.-0.011 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
-16.18% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
105.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
14/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-83.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-2.05 |
Time value: |
0.15 |
Break-even: |
103.50 |
Moneyness: |
0.84 |
Premium: |
0.18 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.09 |
Spread %: |
130.77% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-10.44 |
Rho: |
-0.06 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.068 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.24% |
1 Month |
|
|
-37.36% |
3 Months |
|
|
-71.50% |
YTD |
|
|
-87.05% |
1 Year |
|
|
-94.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.057 |
1M High / 1M Low: |
0.100 |
0.057 |
6M High / 6M Low: |
0.350 |
0.057 |
High (YTD): |
17/01/2024 |
0.610 |
Low (YTD): |
20/09/2024 |
0.057 |
52W High: |
30/10/2023 |
1.470 |
52W Low: |
20/09/2024 |
0.057 |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.181 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.445 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
162.41% |
Volatility 6M: |
|
208.41% |
Volatility 1Y: |
|
163.41% |
Volatility 3Y: |
|
- |