OverviewChartNewsTraderScreen

JP Morgan Put 130 ADI 17.01.2025/  DE000JL2B1B5  /

EUWAX
2024-05-17  10:33:54 AM Chg.+0.008 Bid6:02:03 PM Ask6:02:03 PM Underlying Strike price Expiration date Option type
0.098EUR +8.89% 0.093
Bid Size: 20,000		 0.120
Ask Size: 20,000		 Analog Devices Inc 130.00 - 2025-01-17 Put
 

Master data

WKN: JL2B1B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-04-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -131.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -6.70
Time value: 0.15
Break-even: 128.50
Moneyness: 0.66
Premium: 0.35
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 56.25%
Delta: -0.05
Theta: -0.01
Omega: -6.98
Rho: -0.08
 

Quote data

Open: 0.098
High: 0.098
Low: 0.098
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -62.31%
3 Months
  -73.51%
YTD
  -70.30%
1 Year
  -88.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.320 0.090
6M High / 6M Low: 0.560 0.090
High (YTD): 2024-01-17 0.460
Low (YTD): 2024-05-16 0.090
52W High: 2023-10-30 1.120
52W Low: 2024-05-16 0.090
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   176.84%
Volatility 6M:   153.62%
Volatility 1Y:   128.45%
Volatility 3Y:   -