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JP Morgan Put 85 A 17.01.2025/  DE000JL6LR11  /

EUWAX
2024-06-20  10:46:27 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.047EUR - -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 85.00 - 2025-01-17 Put
 

Master data

WKN: JL6LR1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -83.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -4.09
Time value: 0.15
Break-even: 83.50
Moneyness: 0.68
Premium: 0.34
Premium p.a.: 0.67
Spread abs.: 0.10
Spread %: 226.09%
Delta: -0.07
Theta: -0.01
Omega: -6.14
Rho: -0.06
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.047
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month     0.00%
3 Months
  -40.51%
YTD
  -75.26%
1 Year
  -89.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.047
1M High / 1M Low: 0.075 0.045
6M High / 6M Low: 0.270 0.040
High (YTD): 2024-01-17 0.270
Low (YTD): 2024-05-16 0.040
52W High: 2023-10-30 0.730
52W Low: 2024-05-16 0.040
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   0.289
Avg. volume 1Y:   0.000
Volatility 1M:   213.82%
Volatility 6M:   138.62%
Volatility 1Y:   116.37%
Volatility 3Y:   -