OverviewChartNewsTraderScreen

JP Morgan Put 64 KTF 17.01.2025/  DE000JL0DEN4  /

EUWAX
2024-06-21  8:42:53 AM Chg.+0.020 Bid3:40:46 PM Ask3:40:46 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% 0.240
Bid Size: 150,000		 0.250
Ask Size: 150,000		 MONDELEZ INTL INC. A 64.00 - 2025-01-17 Put
 

Master data

WKN: JL0DEN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Put
Strike price: 64.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.04
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.23
Implied volatility: 0.12
Historic volatility: 0.16
Parity: 0.23
Time value: 0.05
Break-even: 61.20
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.55
Theta: 0.00
Omega: -12.13
Rho: -0.21
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month  
+52.94%
3 Months  
+36.84%
YTD
  -13.33%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.350 0.140
High (YTD): 2024-04-16 0.340
Low (YTD): 2024-05-17 0.140
52W High: 2023-10-13 0.760
52W Low: 2024-05-17 0.140
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.331
Avg. volume 1Y:   0.000
Volatility 1M:   148.88%
Volatility 6M:   114.93%
Volatility 1Y:   101.87%
Volatility 3Y:   -