OverviewChartNewsTraderScreen

JP Morgan Put 110 CLX 17.01.2025/  DE000JL1GPL5  /

EUWAX
2024-06-05  10:08:16 AM Chg.-0.030 Bid7:36:49 PM Ask7:36:49 PM Underlying Strike price Expiration date Option type
0.380EUR -7.32% 0.390
Bid Size: 50,000		 0.420
Ask Size: 50,000		 Clorox Co 110.00 - 2025-01-17 Put
 

Master data

WKN: JL1GPL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.36
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -1.17
Time value: 0.48
Break-even: 105.20
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.10
Spread %: 26.32%
Delta: -0.26
Theta: -0.02
Omega: -6.47
Rho: -0.22
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.15%
1 Month  
+11.76%
3 Months  
+15.15%
YTD
  -36.67%
1 Year
  -35.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: 0.680 0.260
High (YTD): 2024-01-08 0.640
Low (YTD): 2024-05-13 0.260
52W High: 2023-11-01 1.400
52W Low: 2024-05-13 0.260
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.576
Avg. volume 1Y:   0.000
Volatility 1M:   132.49%
Volatility 6M:   101.93%
Volatility 1Y:   96.72%
Volatility 3Y:   -