OverviewChartNewsTraderScreen

JP Morgan Put 145 BCO 17.01.2025/  DE000JL0CEL0  /

EUWAX
2024-06-04  10:57:52 AM Chg.-0.080 Bid6:07:52 PM Ask6:07:52 PM Underlying Strike price Expiration date Option type
0.370EUR -17.78% 0.370
Bid Size: 75,000		 0.380
Ask Size: 75,000		 BOEING CO. ... 145.00 - 2025-01-17 Put
 

Master data

WKN: JL0CEL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BOEING CO. DL 5
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -44.53
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.28
Parity: -2.42
Time value: 0.38
Break-even: 141.20
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 5.56%
Delta: -0.18
Theta: -0.02
Omega: -7.80
Rho: -0.21
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.19%
1 Month
  -28.85%
3 Months
  -13.95%
YTD  
+68.18%
1 Year
  -57.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.610 0.360
6M High / 6M Low: 0.810 0.200
High (YTD): 2024-04-16 0.810
Low (YTD): 2024-01-05 0.250
52W High: 2023-10-25 1.070
52W Low: 2023-12-18 0.200
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   0.000
Volatility 1M:   279.84%
Volatility 6M:   186.86%
Volatility 1Y:   150.17%
Volatility 3Y:   -