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JP Morgan Put 100 A 17.01.2025/  DE000JL5K6N5  /

EUWAX
09/07/2024  10:44:53 Chg.+0.010 Bid20:29:53 Ask20:29:53 Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.180
Bid Size: 50,000		 0.200
Ask Size: 50,000		 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: -46.56
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -1.64
Time value: 0.25
Break-even: 97.50
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.33
Spread abs.: 0.08
Spread %: 47.06%
Delta: -0.18
Theta: -0.01
Omega: -8.17
Rho: -0.12
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+13.33%
3 Months
  -5.56%
YTD
  -52.78%
1 Year
  -78.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: 0.500 0.092
High (YTD): 17/01/2024 0.500
Low (YTD): 21/05/2024 0.092
52W High: 30/10/2023 1.250
52W Low: 21/05/2024 0.092
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   150.57%
Volatility 6M:   152.57%
Volatility 1Y:   124.79%
Volatility 3Y:   -