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JP Morgan Put 110 AMC 17.01.2025/  DE000JL2H7J9  /

EUWAX
2024-06-04  8:22:40 AM Chg.+0.04 Bid6:18:30 PM Ask6:18:30 PM Underlying Strike price Expiration date Option type
1.10EUR +3.77% 1.13
Bid Size: 75,000		 1.15
Ask Size: 75,000		 ALBEMARLE CORP. D... 110.00 - 2025-01-17 Put
 

Master data

WKN: JL2H7J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.64
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.47
Parity: -0.08
Time value: 1.15
Break-even: 98.50
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 6.48%
Delta: -0.40
Theta: -0.02
Omega: -3.86
Rho: -0.35
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.28%
1 Month
  -0.90%
3 Months
  -0.90%
YTD
  -7.56%
1 Year  
+26.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 0.93
1M High / 1M Low: 1.07 0.81
6M High / 6M Low: 2.12 0.81
High (YTD): 2024-02-06 2.12
Low (YTD): 2024-05-15 0.81
52W High: 2023-11-13 2.18
52W Low: 2023-07-12 0.44
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   1.20
Avg. volume 1Y:   0.00
Volatility 1M:   125.68%
Volatility 6M:   142.85%
Volatility 1Y:   125.30%
Volatility 3Y:   -