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JP Morgan Put 38 HAR 17.01.2025/  DE000JL0Z1C7  /

EUWAX
2024-06-03  9:45:43 AM Chg.-0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.460EUR -8.00% -
Bid Size: -		 -
Ask Size: -		 HARLEY-DAVID.INC. DL... 38.00 - 2025-01-17 Put
 

Master data

WKN: JL0Z1C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HARLEY-DAVID.INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 38.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.41
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.49
Implied volatility: 0.48
Historic volatility: 0.33
Parity: 0.49
Time value: 0.26
Break-even: 30.50
Moneyness: 1.15
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.30
Spread %: 66.67%
Delta: -0.55
Theta: -0.01
Omega: -2.42
Rho: -0.16
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -11.54%
3 Months
  -13.21%
YTD
  -17.86%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.460
1M High / 1M Low: 0.570 0.450
6M High / 6M Low: 0.860 0.270
High (YTD): 2024-01-25 0.730
Low (YTD): 2024-03-28 0.270
52W High: 2023-10-30 1.220
52W Low: 2024-03-28 0.270
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   0.691
Avg. volume 1Y:   0.000
Volatility 1M:   103.75%
Volatility 6M:   126.99%
Volatility 1Y:   99.21%
Volatility 3Y:   -