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JP Morgan Put 18 PHI1 20.12.2024/  DE000JL2H7D2  /

EUWAX
14/06/2024  08:21:34 Chg.+0.003 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.034EUR +9.68% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 18.00 - 20/12/2024 Put
 

Master data

WKN: JL2H7D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 20/12/2024
Issue date: 25/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -20.12
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.37
Parity: -0.61
Time value: 0.12
Break-even: 16.80
Moneyness: 0.75
Premium: 0.30
Premium p.a.: 0.67
Spread abs.: 0.09
Spread %: 252.94%
Delta: -0.17
Theta: -0.01
Omega: -3.49
Rho: -0.03
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+13.33%
3 Months
  -73.85%
YTD
  -77.33%
1 Year
  -87.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.030
1M High / 1M Low: 0.035 0.026
6M High / 6M Low: 0.210 0.026
High (YTD): 22/02/2024 0.210
Low (YTD): 20/05/2024 0.026
52W High: 06/10/2023 0.300
52W Low: 20/05/2024 0.026
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   0.178
Avg. volume 1Y:   0.000
Volatility 1M:   119.50%
Volatility 6M:   167.27%
Volatility 1Y:   134.00%
Volatility 3Y:   -