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JP Morgan Put 115 A 17.01.2025/  DE000JL5WDB0  /

EUWAX
28/06/2024  10:36:45 Chg.+0.020 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.370EUR +5.71% -
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: -27.76
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -0.72
Time value: 0.44
Break-even: 110.60
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.08
Spread %: 22.22%
Delta: -0.29
Theta: -0.01
Omega: -8.14
Rho: -0.22
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month  
+48.00%
3 Months  
+12.12%
YTD
  -42.19%
1 Year
  -71.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.440 0.250
6M High / 6M Low: 0.880 0.200
High (YTD): 17/01/2024 0.880
Low (YTD): 23/05/2024 0.200
52W High: 30/10/2023 1.990
52W Low: 23/05/2024 0.200
Avg. price 1W:   0.343
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   246.04%
Volatility 6M:   145.18%
Volatility 1Y:   116.12%
Volatility 3Y:   -