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JP Morgan Put 18 GEN 17.01.2025/  DE000JL7C7A8  /

EUWAX
2024-06-17  10:43:25 AM Chg.+0.002 Bid1:12:02 PM Ask1:12:02 PM Underlying Strike price Expiration date Option type
0.064EUR +3.23% 0.061
Bid Size: 15,000		 0.081
Ask Size: 15,000		 Gen Digital Inc 18.00 - 2025-01-17 Put
 

Master data

WKN: JL7C7A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Gen Digital Inc
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.46
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.30
Parity: -0.48
Time value: 0.08
Break-even: 17.17
Moneyness: 0.79
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 31.75%
Delta: -0.17
Theta: 0.00
Omega: -4.77
Rho: -0.03
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month     0.00%
3 Months
  -60.00%
YTD
  -57.33%
1 Year
  -79.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.055
1M High / 1M Low: 0.077 0.054
6M High / 6M Low: 0.190 0.054
High (YTD): 2024-05-07 0.190
Low (YTD): 2024-06-06 0.054
52W High: 2023-10-27 0.380
52W Low: 2024-06-06 0.054
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.205
Avg. volume 1Y:   0.000
Volatility 1M:   169.29%
Volatility 6M:   126.41%
Volatility 1Y:   104.37%
Volatility 3Y:   -