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JP Morgan Put 120 iShares Nasdaq .../  DE000JL05WC2  /

EUWAX
2024-07-10  9:42:59 AM Chg.-0.020 Bid6:36:00 PM Ask6:36:00 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.140
Bid Size: 50,000		 0.170
Ask Size: 50,000		 - 120.00 - 2025-01-17 Put
 

Master data

WKN: JL05WC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -53.50
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.84
Time value: 0.24
Break-even: 117.60
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 60.00%
Delta: -0.23
Theta: -0.01
Omega: -12.40
Rho: -0.17
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -34.78%
3 Months
  -58.33%
YTD
  -71.15%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.250 0.170
6M High / 6M Low: 0.590 0.170
High (YTD): 2024-02-14 0.590
Low (YTD): 2024-07-09 0.170
52W High: 2023-10-27 1.300
52W Low: 2024-07-09 0.170
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.607
Avg. volume 1Y:   0.000
Volatility 1M:   128.73%
Volatility 6M:   109.18%
Volatility 1Y:   96.91%
Volatility 3Y:   -