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JP Morgan Put 30 CTP2 17.01.2025/  DE000JL1GQ22  /

EUWAX
2024-06-05  10:08:18 AM Chg.-0.005 Bid7:58:23 PM Ask7:58:23 PM Underlying Strike price Expiration date Option type
0.052EUR -8.77% 0.057
Bid Size: 200,000		 0.067
Ask Size: 200,000		 COMCAST CORP. A D... 30.00 - 2025-01-17 Put
 

Master data

WKN: JL1GQ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -0.64
Time value: 0.06
Break-even: 29.36
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 18.52%
Delta: -0.14
Theta: 0.00
Omega: -7.97
Rho: -0.04
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -31.58%
3 Months
  -28.77%
YTD
  -40.91%
1 Year
  -72.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.051
1M High / 1M Low: 0.072 0.051
6M High / 6M Low: 0.120 0.051
High (YTD): 2024-02-09 0.100
Low (YTD): 2024-06-03 0.051
52W High: 2023-06-06 0.190
52W Low: 2024-06-03 0.051
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.099
Avg. volume 1Y:   0.000
Volatility 1M:   117.88%
Volatility 6M:   111.12%
Volatility 1Y:   107.84%
Volatility 3Y:   -