OverviewChartNewsTraderScreen

JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
8/2/2024  10:28:39 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
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: -41.11
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -1.74
Time value: 0.31
Break-even: 106.90
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.39
Spread abs.: 0.10
Spread %: 47.62%
Delta: -0.19
Theta: -0.02
Omega: -7.78
Rho: -0.12
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -52.94%
3 Months
  -48.39%
YTD
  -69.81%
1 Year
  -82.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.340 0.150
6M High / 6M Low: 0.680 0.150
High (YTD): 1/17/2024 0.730
Low (YTD): 8/1/2024 0.150
52W High: 10/30/2023 1.720
52W Low: 8/1/2024 0.150
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.668
Avg. volume 1Y:   0.000
Volatility 1M:   173.77%
Volatility 6M:   162.40%
Volatility 1Y:   128.83%
Volatility 3Y:   -