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

EUWAX
8/16/2024  9:44:36 AM Chg.-0.016 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.056EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 - 110.00 - 1/17/2025 Put
 

Master data

WKN: JL05WB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 4/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -2.21
Time value: 0.16
Break-even: 108.40
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.48
Spread abs.: 0.10
Spread %: 180.70%
Delta: -0.12
Theta: -0.01
Omega: -10.08
Rho: -0.07
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.27%
1 Month  
+47.37%
3 Months
  -60.00%
YTD
  -83.53%
1 Year
  -90.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.056
1M High / 1M Low: 0.140 0.038
6M High / 6M Low: 0.330 0.038
High (YTD): 2/14/2024 0.380
Low (YTD): 7/17/2024 0.038
52W High: 10/27/2023 0.880
52W Low: 7/17/2024 0.038
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.340
Avg. volume 1Y:   0.000
Volatility 1M:   327.35%
Volatility 6M:   182.49%
Volatility 1Y:   142.70%
Volatility 3Y:   -