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JP Morgan Put 110 A 17.01.2025/  DE000JL6SEF5  /

EUWAX
25/07/2024  10:31:38 Chg.-0.040 Bid25/07/2024 Ask25/07/2024 Underlying Strike price Expiration date Option type
0.210EUR -16.00% 0.210
Bid Size: 3,000		 0.310
Ask Size: 3,000		 Agilent Technologies 110.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.93
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -1.38
Time value: 0.31
Break-even: 106.90
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.10
Spread %: 47.62%
Delta: -0.21
Theta: -0.02
Omega: -8.40
Rho: -0.14
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -8.70%
3 Months
  -38.24%
YTD
  -60.38%
1 Year
  -75.29%
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): 17/01/2024 0.730
Low (YTD): 21/05/2024 0.150
52W High: 30/10/2023 1.720
52W Low: 21/05/2024 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:   -