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JP Morgan Put 110 iShares Nasdaq .../  DE000JL05WB4  /

EUWAX
2024-06-28  9:33:48 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.098EUR -1.01% -
Bid Size: -		 -
Ask Size: -		 - 110.00 - 2025-01-17 Put
 

Master data

WKN: JL05WB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.15
Parity: -1.81
Time value: 0.20
Break-even: 108.00
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.30
Spread abs.: 0.10
Spread %: 100.00%
Delta: -0.15
Theta: -0.01
Omega: -9.66
Rho: -0.12
 

Quote data

Open: 0.098
High: 0.098
Low: 0.098
Previous Close: 0.099
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.33%
1 Month
  -38.75%
3 Months
  -42.35%
YTD
  -71.18%
1 Year
  -83.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.084
1M High / 1M Low: 0.180 0.084
6M High / 6M Low: 0.380 0.084
High (YTD): 2024-02-14 0.380
Low (YTD): 2024-06-25 0.084
52W High: 2023-10-27 0.880
52W Low: 2024-06-25 0.084
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.402
Avg. volume 1Y:   0.000
Volatility 1M:   148.69%
Volatility 6M:   114.64%
Volatility 1Y:   100.62%
Volatility 3Y:   -