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JP Morgan Put 115 A 17.01.2025/  DE000JL5WDB0  /

EUWAX
7/9/2024  10:45:14 AM Chg.- Bid8:43:58 AM Ask8:43:58 AM Underlying Strike price Expiration date Option type
0.450EUR - 0.460
Bid Size: 3,000		 0.530
Ask Size: 3,000		 Agilent Technologies 115.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.96
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -0.14
Time value: 0.53
Break-even: 109.70
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.07
Spread %: 15.22%
Delta: -0.39
Theta: -0.01
Omega: -8.55
Rho: -0.27
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month  
+25.00%
3 Months  
+40.63%
YTD
  -29.69%
1 Year
  -63.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.440
1M High / 1M Low: 0.470 0.310
6M High / 6M Low: 0.880 0.200
High (YTD): 1/17/2024 0.880
Low (YTD): 5/23/2024 0.200
52W High: 10/30/2023 1.990
52W Low: 5/23/2024 0.200
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   0.856
Avg. volume 1Y:   0.000
Volatility 1M:   120.35%
Volatility 6M:   145.20%
Volatility 1Y:   117.39%
Volatility 3Y:   -