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JP Morgan Put 105 A 17.01.2025/  DE000JL67YW6  /

EUWAX
2024-09-26  10:43:46 AM Chg.- Bid8:00:21 AM Ask8:00:21 AM Underlying Strike price Expiration date Option type
0.063EUR - 0.039
Bid Size: 2,000		 0.240
Ask Size: 2,000		 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: -83.52
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -2.03
Time value: 0.15
Break-even: 103.50
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 0.68
Spread abs.: 0.08
Spread %: 123.88%
Delta: -0.13
Theta: -0.02
Omega: -10.51
Rho: -0.05
 

Quote data

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

Performance

1 Week  
+10.53%
1 Month
  -26.74%
3 Months
  -65.00%
YTD
  -85.68%
1 Year
  -94.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 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:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.432
Avg. volume 1Y:   0.000
Volatility 1M:   170.41%
Volatility 6M:   208.78%
Volatility 1Y:   164.09%
Volatility 3Y:   -