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JP Morgan Put 35 CTP2 17.01.2025/  DE000JL1GQ30  /

EUWAX
2024-06-10  10:07:53 AM Chg.+0.010 Bid7:34:20 PM Ask7:34:20 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 250,000		 0.150
Ask Size: 250,000		 COMCAST CORP. A D... 35.00 - 2025-01-17 Put
 

Master data

WKN: JL1GQ3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.10
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.11
Time value: 0.15
Break-even: 33.50
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.34
Theta: 0.00
Omega: -8.21
Rho: -0.08
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -12.50%
3 Months     0.00%
YTD
  -12.50%
1 Year
  -53.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.170 0.120
6M High / 6M Low: 0.190 0.110
High (YTD): 2024-04-26 0.190
Low (YTD): 2024-03-28 0.110
52W High: 2023-06-23 0.290
52W Low: 2024-03-28 0.110
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   139.73%
Volatility 6M:   127.04%
Volatility 1Y:   113.60%
Volatility 3Y:   -