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JP Morgan Put 120 iShares Nasdaq .../  DE000JL05WC2  /

EUWAX
2024-06-25  9:36:09 AM Chg.-0.030 Bid11:02:31 AM Ask11:02:31 AM Underlying Strike price Expiration date Option type
0.170EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 - 120.00 - 2025-01-17 Put
 

Master data

WKN: JL05WC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.16
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -1.04
Time value: 0.26
Break-even: 117.40
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.09
Spread %: 52.94%
Delta: -0.22
Theta: -0.01
Omega: -10.99
Rho: -0.18
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -34.62%
3 Months
  -46.88%
YTD
  -67.31%
1 Year
  -79.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.340 0.200
6M High / 6M Low: 0.590 0.200
High (YTD): 2024-02-14 0.590
Low (YTD): 2024-06-24 0.200
52W High: 2023-10-27 1.300
52W Low: 2024-06-24 0.200
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   0.634
Avg. volume 1Y:   0.000
Volatility 1M:   132.31%
Volatility 6M:   101.70%
Volatility 1Y:   92.87%
Volatility 3Y:   -