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JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
7/24/2024  10:36:44 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.250EUR +13.64% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 110.00 - 1/17/2025 Put
 

Master data

WKN: JL6SEF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.42
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -1.04
Time value: 0.34
Break-even: 106.60
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.25
Spread abs.: 0.09
Spread %: 36.00%
Delta: -0.24
Theta: -0.02
Omega: -8.63
Rho: -0.16
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+8.70%
3 Months
  -26.47%
YTD
  -52.83%
1 Year
  -70.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.350 0.190
6M High / 6M Low: 0.680 0.150
High (YTD): 1/17/2024 0.730
Low (YTD): 5/21/2024 0.150
52W High: 10/30/2023 1.720
52W Low: 5/21/2024 0.150
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   0.689
Avg. volume 1Y:   0.000
Volatility 1M:   172.68%
Volatility 6M:   159.56%
Volatility 1Y:   126.98%
Volatility 3Y:   -