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JP Morgan Put 150 ADI 17.01.2025/  DE000JL05BU8  /

EUWAX
2024-06-18  9:15:31 AM Chg.0.000 Bid5:37:35 PM Ask5:37:35 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.120
Bid Size: 20,000		 0.150
Ask Size: 20,000		 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: -120.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -6.64
Time value: 0.18
Break-even: 148.20
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 38.46%
Delta: -0.06
Theta: -0.02
Omega: -7.46
Rho: -0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -43.48%
3 Months
  -75.47%
YTD
  -78.69%
1 Year
  -88.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.870 0.100
High (YTD): 2024-01-17 0.870
Low (YTD): 2024-06-13 0.100
52W High: 2023-10-31 1.780
52W Low: 2024-06-13 0.100
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.519
Avg. volume 6M:   0.000
Avg. price 1Y:   0.862
Avg. volume 1Y:   0.000
Volatility 1M:   260.27%
Volatility 6M:   164.04%
Volatility 1Y:   130.81%
Volatility 3Y:   -