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JP Morgan Put 140 A 17.01.2025/  DE000JB973C3  /

EUWAX
2024-09-26  10:53:04 AM Chg.+0.010 Bid8:59:45 PM Ask8:59:45 PM Underlying Strike price Expiration date Option type
0.650EUR +1.56% 0.550
Bid Size: 50,000		 0.570
Ask Size: 50,000		 Agilent Technologies 140.00 USD 2025-01-17 Put
 

Master data

WKN: JB973C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.88
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.05
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.05
Time value: 0.65
Break-even: 118.78
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 6.85%
Delta: -0.45
Theta: -0.03
Omega: -8.10
Rho: -0.20
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month
  -10.96%
3 Months
  -42.48%
YTD
  -54.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.890 0.640
6M High / 6M Low: 1.630 0.640
High (YTD): 2024-01-17 1.910
Low (YTD): 2024-09-25 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.762
Avg. volume 1M:   0.000
Avg. price 6M:   1.062
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.40%
Volatility 6M:   151.25%
Volatility 1Y:   -
Volatility 3Y:   -