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JP Morgan Put 115 A 17.01.2025/  DE000JL5WDB0  /

EUWAX
18/10/2024  10:52:35 Chg.+0.020 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.130EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 115.00 - 17/01/2025 Put
 

Master data

WKN: JL5WDB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.79
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -1.19
Time value: 0.19
Break-even: 113.10
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.51
Spread abs.: 0.06
Spread %: 46.15%
Delta: -0.19
Theta: -0.02
Omega: -12.83
Rho: -0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -18.75%
3 Months
  -58.06%
YTD
  -79.69%
1 Year
  -91.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.089
1M High / 1M Low: 0.160 0.086
6M High / 6M Low: 0.560 0.086
High (YTD): 17/01/2024 0.880
Low (YTD): 01/10/2024 0.086
52W High: 30/10/2023 1.990
52W Low: 01/10/2024 0.086
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   0.000
Volatility 1M:   178.83%
Volatility 6M:   196.51%
Volatility 1Y:   155.82%
Volatility 3Y:   -