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JP Morgan Put 90 AKAM 17.01.2025/  DE000JL4LCE2  /

EUWAX
13/06/2024  08:39:04 Chg.+0.060 Bid13:24:41 Ask13:24:41 Underlying Strike price Expiration date Option type
0.960EUR +6.67% 0.970
Bid Size: 5,000		 1.010
Ask Size: 5,000		 Akamai Technologies ... 90.00 - 17/01/2025 Put
 

Master data

WKN: JL4LCE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Akamai Technologies Inc
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.09
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.82
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.82
Time value: 0.19
Break-even: 79.90
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 5.21%
Delta: -0.62
Theta: -0.01
Omega: -4.99
Rho: -0.36
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.94%
1 Month  
+5.49%
3 Months  
+108.70%
YTD  
+166.67%
1 Year
  -20.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.850
1M High / 1M Low: 0.940 0.670
6M High / 6M Low: 0.940 0.290
High (YTD): 10/06/2024 0.940
Low (YTD): 12/02/2024 0.290
52W High: 22/06/2023 1.310
52W Low: 12/02/2024 0.290
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   0.678
Avg. volume 1Y:   0.000
Volatility 1M:   103.64%
Volatility 6M:   94.62%
Volatility 1Y:   83.34%
Volatility 3Y:   -