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JP Morgan Put 130 ADI 17.01.2025/  DE000JL2B1B5  /

EUWAX
6/7/2024  10:50:11 AM Chg.-0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.053EUR -3.64% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 130.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -181.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -8.80
Time value: 0.12
Break-even: 128.80
Moneyness: 0.60
Premium: 0.41
Premium p.a.: 0.75
Spread abs.: 0.07
Spread %: 122.22%
Delta: -0.04
Theta: -0.01
Omega: -6.66
Rho: -0.06
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.19%
1 Month
  -64.67%
3 Months
  -82.33%
YTD
  -83.94%
1 Year
  -93.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.055
1M High / 1M Low: 0.160 0.046
6M High / 6M Low: 0.480 0.046
High (YTD): 1/17/2024 0.460
Low (YTD): 5/23/2024 0.046
52W High: 10/30/2023 1.120
52W Low: 5/23/2024 0.046
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.512
Avg. volume 1Y:   0.000
Volatility 1M:   238.51%
Volatility 6M:   176.45%
Volatility 1Y:   140.03%
Volatility 3Y:   -