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JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
2024-06-14  7:59:54 PM Chg.+0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.310EUR +19.23% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 110.00 - 2025-01-17 Put
 

Master data

WKN: JL6SEF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.10
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -1.13
Time value: 0.39
Break-even: 106.10
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.08
Spread %: 25.81%
Delta: -0.24
Theta: -0.01
Omega: -7.59
Rho: -0.20
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+93.75%
3 Months     0.00%
YTD
  -41.51%
1 Year
  -69.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 0.730 0.150
High (YTD): 2024-01-17 0.730
Low (YTD): 2024-05-21 0.150
52W High: 2023-10-30 1.720
52W Low: 2024-05-21 0.150
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.419
Avg. volume 6M:   0.000
Avg. price 1Y:   0.768
Avg. volume 1Y:   0.000
Volatility 1M:   246.76%
Volatility 6M:   147.60%
Volatility 1Y:   118.26%
Volatility 3Y:   -