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JP Morgan Put 120 A 17.01.2025/  DE000JL668C7  /

EUWAX
2024-09-25  10:43:53 AM Chg.-0.010 Bid8:13:11 PM Ask8:13:11 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.200
Bid Size: 50,000		 0.220
Ask Size: 50,000		 Agilent Technologies 120.00 - 2025-01-17 Put
 

Master data

WKN: JL668C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.12
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.24
Parity: -0.68
Time value: 0.23
Break-even: 117.70
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.06
Spread %: 35.29%
Delta: -0.26
Theta: -0.02
Omega: -14.23
Rho: -0.11
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -29.17%
3 Months
  -58.54%
YTD
  -77.63%
1 Year
  -90.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.280 0.170
6M High / 6M Low: 0.690 0.170
High (YTD): 2024-01-17 1.040
Low (YTD): 2024-09-20 0.170
52W High: 2023-10-30 2.290
52W Low: 2024-09-20 0.170
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   0.787
Avg. volume 1Y:   0.000
Volatility 1M:   182.12%
Volatility 6M:   186.38%
Volatility 1Y:   147.18%
Volatility 3Y:   -