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JP Morgan Put 20 PHI1 20.12.2024/  DE000JL16928  /

EUWAX
18/06/2024  09:28:37 Chg.0.000 Bid18/06/2024 Ask18/06/2024 Underlying Strike price Expiration date Option type
0.065EUR 0.00% 0.065
Bid Size: 250,000		 0.075
Ask Size: 250,000		 KONINKL. PHILIPS EO ... 20.00 - 20/12/2024 Put
 

Master data

WKN: JL1692
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 20/12/2024
Issue date: 26/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.22
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -0.41
Time value: 0.14
Break-even: 18.60
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.50
Spread abs.: 0.08
Spread %: 125.81%
Delta: -0.23
Theta: -0.01
Omega: -3.92
Rho: -0.04
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.065
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.07%
1 Month  
+32.65%
3 Months
  -74.00%
YTD
  -70.45%
1 Year
  -82.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.056
1M High / 1M Low: 0.065 0.044
6M High / 6M Low: 0.320 0.044
High (YTD): 29/02/2024 0.320
Low (YTD): 20/05/2024 0.044
52W High: 20/10/2023 0.420
52W Low: 20/05/2024 0.044
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   120.85%
Volatility 6M:   177.19%
Volatility 1Y:   136.55%
Volatility 3Y:   -