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JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
20/06/2024  10:46:32 Chg.0.000 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
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: -30.62
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -1.55
Time value: 0.41
Break-even: 105.90
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.15
Spread %: 57.69%
Delta: -0.22
Theta: -0.02
Omega: -6.70
Rho: -0.18
 

Quote data

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

Performance

1 Week     0.00%
1 Month  
+62.50%
3 Months
  -3.70%
YTD
  -50.94%
1 Year
  -76.58%
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): 17/01/2024 0.730
Low (YTD): 21/05/2024 0.150
52W High: 30/10/2023 1.720
52W Low: 21/05/2024 0.150
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.761
Avg. volume 1Y:   0.000
Volatility 1M:   249.33%
Volatility 6M:   148.02%
Volatility 1Y:   118.53%
Volatility 3Y:   -