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JP Morgan Put 170 PEP 17.01.2025/  DE000JL1MXB8  /

EUWAX
2024-06-14  8:58:42 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.990EUR +1.02% -
Bid Size: -		 -
Ask Size: -		 PEPSICO INC. DL-... 170.00 - 2025-01-17 Put
 

Master data

WKN: JL1MXB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.17
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.70
Implied volatility: -
Historic volatility: 0.15
Parity: 1.70
Time value: -0.62
Break-even: 159.20
Moneyness: 1.11
Premium: -0.04
Premium p.a.: -0.07
Spread abs.: 0.09
Spread %: 9.09%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.69%
1 Month  
+110.64%
3 Months
  -3.88%
YTD
  -10.81%
1 Year  
+25.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.690
1M High / 1M Low: 0.990 0.370
6M High / 6M Low: 1.260 0.370
High (YTD): 2024-01-16 1.250
Low (YTD): 2024-05-17 0.370
52W High: 2023-10-12 1.800
52W Low: 2024-05-17 0.370
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.625
Avg. volume 1M:   0.000
Avg. price 6M:   0.880
Avg. volume 6M:   0.000
Avg. price 1Y:   0.989
Avg. volume 1Y:   0.000
Volatility 1M:   218.86%
Volatility 6M:   143.50%
Volatility 1Y:   121.23%
Volatility 3Y:   -