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JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
20/09/2024  10:41:28 Chg.-0.015 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.082EUR -15.46% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 110.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -73.82
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -1.55
Time value: 0.17
Break-even: 108.30
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.49
Spread abs.: 0.08
Spread %: 80.85%
Delta: -0.16
Theta: -0.02
Omega: -11.59
Rho: -0.07
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.097
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.43%
1 Month
  -31.67%
3 Months
  -69.63%
YTD
  -84.53%
1 Year
  -93.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.082
1M High / 1M Low: 0.140 0.082
6M High / 6M Low: 0.440 0.082
High (YTD): 17/01/2024 0.730
Low (YTD): 20/09/2024 0.082
52W High: 30/10/2023 1.720
52W Low: 20/09/2024 0.082
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.544
Avg. volume 1Y:   0.000
Volatility 1M:   193.69%
Volatility 6M:   201.72%
Volatility 1Y:   158.55%
Volatility 3Y:   -