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JP Morgan Put 35 DY6 17.01.2025/  DE000JL02597  /

EUWAX
2024-06-20  9:59:58 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.068EUR - -
Bid Size: -		 -
Ask Size: -		 DEVON ENERGY CORP. D... 35.00 - 2025-01-17 Put
 

Master data

WKN: JL0259
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.44
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -0.79
Time value: 0.09
Break-even: 34.15
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 30.77%
Delta: -0.15
Theta: 0.00
Omega: -7.32
Rho: -0.04
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.067
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+19.30%
3 Months
  -31.31%
YTD
  -73.85%
1 Year
  -84.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.067
1M High / 1M Low: 0.071 0.048
6M High / 6M Low: 0.370 0.047
High (YTD): 2024-01-19 0.370
Low (YTD): 2024-05-21 0.047
52W High: 2023-10-05 0.470
52W Low: 2024-05-21 0.047
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   0.250
Avg. volume 1Y:   0.000
Volatility 1M:   203.66%
Volatility 6M:   124.03%
Volatility 1Y:   105.70%
Volatility 3Y:   -