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JP Morgan Put 110 ERT 17.01.2025/  DE000JL05G47  /

EUWAX
2024-07-26  9:54:20 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -		 -
Ask Size: -		 EL. ARTS INC. D... 110.00 - 2025-01-17 Put
 

Master data

WKN: JL05G4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.72
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -2.37
Time value: 0.24
Break-even: 107.60
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.45
Spread abs.: 0.15
Spread %: 172.73%
Delta: -0.14
Theta: -0.02
Omega: -7.95
Rho: -0.10
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month
  -16.67%
3 Months
  -72.22%
YTD
  -76.19%
1 Year
  -81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.140 0.080
6M High / 6M Low: 0.420 0.080
High (YTD): 2024-01-05 0.440
Low (YTD): 2024-07-18 0.080
52W High: 2023-08-18 0.950
52W Low: 2024-07-18 0.080
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.253
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   174.79%
Volatility 6M:   120.57%
Volatility 1Y:   101.93%
Volatility 3Y:   -