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JP Morgan Put 115 A 17.01.2025/  DE000JL5WDB0  /

EUWAX
6/20/2024  10:45:56 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 115.00 - 1/17/2025 Put
 

Master data

WKN: JL5WDB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.89
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -1.05
Time value: 0.45
Break-even: 110.50
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.10
Spread %: 28.57%
Delta: -0.26
Theta: -0.02
Omega: -7.32
Rho: -0.22
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+75.00%
3 Months  
+2.94%
YTD
  -45.31%
1 Year
  -72.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.440 0.200
6M High / 6M Low: 0.880 0.200
High (YTD): 1/17/2024 0.880
Low (YTD): 5/23/2024 0.200
52W High: 10/30/2023 1.990
52W Low: 5/23/2024 0.200
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.509
Avg. volume 6M:   0.000
Avg. price 1Y:   0.901
Avg. volume 1Y:   0.000
Volatility 1M:   246.13%
Volatility 6M:   143.15%
Volatility 1Y:   115.07%
Volatility 3Y:   -