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JP Morgan Put 105 R66 17.01.2025/  DE000JL2CUM0  /

EUWAX
2024-07-01  10:46:23 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.340EUR - -
Bid Size: -		 -
Ask Size: -		 PHILLIPS 66 D... 105.00 - 2025-01-17 Put
 

Master data

WKN: JL2CUM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.37
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -2.27
Time value: 0.45
Break-even: 100.50
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.44
Spread abs.: 0.10
Spread %: 28.57%
Delta: -0.19
Theta: -0.02
Omega: -5.37
Rho: -0.15
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.360
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -22.73%
3 Months  
+25.93%
YTD
  -59.52%
1 Year
  -85.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.340
1M High / 1M Low: 0.450 0.340
6M High / 6M Low: 0.960 0.240
High (YTD): 2024-01-18 0.960
Low (YTD): 2024-04-04 0.240
52W High: 2023-07-07 2.300
52W Low: 2024-04-04 0.240
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.994
Avg. volume 1Y:   0.000
Volatility 1M:   82.92%
Volatility 6M:   116.18%
Volatility 1Y:   91.46%
Volatility 3Y:   -