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JP Morgan Put 180 ADI 17.01.2025/  DE000JL05BT0  /

EUWAX
2024-05-16  9:06:14 AM Chg.-0.100 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.680EUR -12.82% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 180.00 - 2025-01-17 Put
 

Master data

WKN: JL05BT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 180.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.52
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -1.81
Time value: 0.72
Break-even: 172.80
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 4.35%
Delta: -0.25
Theta: -0.02
Omega: -6.91
Rho: -0.38
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.31%
1 Month
  -54.67%
3 Months
  -58.54%
YTD
  -49.63%
1 Year
  -73.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.780
1M High / 1M Low: 1.690 0.780
6M High / 6M Low: 2.110 0.780
High (YTD): 2024-01-17 1.840
Low (YTD): 2024-05-15 0.780
52W High: 2023-10-31 3.280
52W Low: 2024-05-15 0.780
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   1.199
Avg. volume 1M:   0.000
Avg. price 6M:   1.491
Avg. volume 6M:   0.000
Avg. price 1Y:   1.940
Avg. volume 1Y:   0.000
Volatility 1M:   138.86%
Volatility 6M:   111.06%
Volatility 1Y:   101.16%
Volatility 3Y:   -