JP Morgan Put 110 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JL05WB4
JP Morgan Put 110 iShares Nasdaq .../ DE000JL05WB4 /
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: |
|
- |