OverviewChartNewsTraderScreen

JP Morgan Put 130 iShares Nasdaq .../  DE000JL05WF5  /

EUWAX
2024-06-25  9:36:09 AM Chg.-0.070 Bid2:05:26 PM Ask2:05:26 PM Underlying Strike price Expiration date Option type
0.320EUR -17.95% 0.320
Bid Size: 3,000		 0.380
Ask Size: 3,000		 - 130.00 - 2025-01-17 Put
 

Master data

WKN: JL05WF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.81
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.15
Parity: -0.04
Time value: 0.41
Break-even: 125.90
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.08
Spread %: 24.24%
Delta: -0.39
Theta: -0.01
Omega: -12.48
Rho: -0.31
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.89%
1 Month
  -33.33%
3 Months
  -41.82%
YTD
  -58.44%
1 Year
  -72.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.390
1M High / 1M Low: 0.620 0.390
6M High / 6M Low: 0.980 0.390
High (YTD): 2024-04-19 0.980
Low (YTD): 2024-06-24 0.390
52W High: 2023-10-27 1.870
52W Low: 2024-06-24 0.390
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   0.660
Avg. volume 6M:   0.000
Avg. price 1Y:   0.960
Avg. volume 1Y:   0.000
Volatility 1M:   127.64%
Volatility 6M:   99.53%
Volatility 1Y:   89.36%
Volatility 3Y:   -