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JP Morgan Put 120 A 17.01.2025/  DE000JL668C7  /

EUWAX
2024-12-20  10:41:43 AM Chg.+0.014 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.077EUR +22.22% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 120.00 - 2025-01-17 Put
 

Master data

WKN: JL668C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -117.25
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.90
Time value: 0.11
Break-even: 118.90
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.77
Spread abs.: 0.06
Spread %: 107.55%
Delta: -0.18
Theta: -0.05
Omega: -20.98
Rho: -0.02
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+266.67%
1 Month
  -67.92%
3 Months
  -54.71%
YTD
  -89.87%
1 Year
  -90.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.029
1M High / 1M Low: 0.240 0.016
6M High / 6M Low: 0.630 0.016
High (YTD): 2024-01-17 1.040
Low (YTD): 2024-12-10 0.016
52W High: 2024-01-17 1.040
52W Low: 2024-12-10 0.016
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   511.23%
Volatility 6M:   289.17%
Volatility 1Y:   226.82%
Volatility 3Y:   -