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JP Morgan Put 115 SWKS 17.01.2025/  DE000JL7XK96  /

EUWAX
10/9/2024  11:12:04 AM Chg.-0.03 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.89EUR -1.56% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 115.00 USD 1/17/2025 Put
 

Master data

WKN: JL7XK9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
Strike price: 115.00 USD
Maturity: 1/17/2025
Issue date: 7/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.03
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.72
Implied volatility: 0.31
Historic volatility: 0.32
Parity: 1.72
Time value: 0.02
Break-even: 87.38
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 2.14%
Delta: -0.83
Theta: -0.01
Omega: -4.20
Rho: -0.25
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.56%
1 Month  
+13.17%
3 Months  
+43.18%
YTD  
+37.96%
1 Year
  -19.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.80
1M High / 1M Low: 1.92 1.44
6M High / 6M Low: 2.41 0.85
High (YTD): 5/30/2024 2.41
Low (YTD): 7/17/2024 0.85
52W High: 10/31/2023 3.08
52W Low: 7/17/2024 0.85
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.63
Avg. volume 6M:   0.00
Avg. price 1Y:   1.80
Avg. volume 1Y:   0.00
Volatility 1M:   114.38%
Volatility 6M:   179.70%
Volatility 1Y:   138.85%
Volatility 3Y:   -