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

EUWAX
17/07/2024  09:37:23 Chg.-0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.038EUR -20.83% -
Bid Size: -		 -
Ask Size: -		 - 110.00 - 17/01/2025 Put
 

Master data

WKN: JL05WB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 17/01/2025
Issue date: 13/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.54
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -2.57
Time value: 0.24
Break-even: 107.60
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.20
Spread %: 548.65%
Delta: -0.14
Theta: -0.02
Omega: -7.67
Rho: -0.10
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.71%
1 Month
  -68.33%
3 Months
  -87.74%
YTD
  -88.82%
1 Year
  -92.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.047
1M High / 1M Low: 0.130 0.047
6M High / 6M Low: 0.380 0.047
High (YTD): 14/02/2024 0.380
Low (YTD): 15/07/2024 0.047
52W High: 27/10/2023 0.880
52W Low: 15/07/2024 0.047
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   157.47%
Volatility 6M:   124.65%
Volatility 1Y:   106.39%
Volatility 3Y:   -