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JP Morgan Put 100 A 17.01.2025/  DE000JL5K6N5  /

EUWAX
02/08/2024  10:27:53 Chg.-0.001 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.077EUR -1.28% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 100.00 - 17/01/2025 Put
 

Master data

WKN: JL5K6N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.01
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -2.74
Time value: 0.26
Break-even: 97.40
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 0.59
Spread abs.: 0.15
Spread %: 136.36%
Delta: -0.13
Theta: -0.02
Omega: -6.59
Rho: -0.09
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.078
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.79%
1 Month
  -57.22%
3 Months
  -57.22%
YTD
  -78.61%
1 Year
  -88.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.077
1M High / 1M Low: 0.180 0.077
6M High / 6M Low: 0.460 0.077
High (YTD): 17/01/2024 0.500
Low (YTD): 02/08/2024 0.077
52W High: 30/10/2023 1.250
52W Low: 02/08/2024 0.077
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   0.000
Volatility 1M:   168.36%
Volatility 6M:   164.67%
Volatility 1Y:   132.05%
Volatility 3Y:   -