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JP Morgan Put 150 ADI 17.01.2025/  DE000JL05BU8  /

EUWAX
2024-05-20  9:02:23 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 150.00 - 2025-01-17 Put
 

Master data

WKN: JL05BU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -72.93
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -4.69
Time value: 0.27
Break-even: 147.30
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 17.39%
Delta: -0.10
Theta: -0.02
Omega: -7.31
Rho: -0.15
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.14%
1 Month
  -66.67%
3 Months
  -69.86%
YTD
  -63.93%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.690 0.220
6M High / 6M Low: 0.960 0.220
High (YTD): 2024-01-17 0.870
Low (YTD): 2024-05-20 0.220
52W High: 2023-10-31 1.780
52W Low: 2024-05-20 0.220
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.632
Avg. volume 6M:   0.000
Avg. price 1Y:   0.961
Avg. volume 1Y:   0.000
Volatility 1M:   166.92%
Volatility 6M:   134.86%
Volatility 1Y:   114.11%
Volatility 3Y:   -