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JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
6/21/2024  10:24:30 AM Chg.+0.010 Bid3:47:57 PM Ask3:47:57 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.250
Bid Size: 50,000		 0.270
Ask Size: 50,000		 Agilent Technologies 110.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.42
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -1.40
Time value: 0.35
Break-even: 106.50
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 29.63%
Delta: -0.22
Theta: -0.01
Omega: -7.66
Rho: -0.17
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month  
+80.00%
3 Months  
+3.85%
YTD
  -49.06%
1 Year
  -74.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.330 0.150
6M High / 6M Low: 0.730 0.150
High (YTD): 1/17/2024 0.730
Low (YTD): 5/21/2024 0.150
52W High: 10/30/2023 1.720
52W Low: 5/21/2024 0.150
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   0.758
Avg. volume 1Y:   0.000
Volatility 1M:   247.39%
Volatility 6M:   148.01%
Volatility 1Y:   118.49%
Volatility 3Y:   -