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

EUWAX
28/06/2024  09:33:48 Chg.-0.010 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 - 120.00 - 17/01/2025 Put
 

Master data

WKN: JL05WC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 17/01/2025
Issue date: 13/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.00
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.88
Time value: 0.28
Break-even: 117.20
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 47.37%
Delta: -0.24
Theta: -0.01
Omega: -11.03
Rho: -0.19
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -36.67%
3 Months
  -36.67%
YTD
  -63.46%
1 Year
  -77.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.340 0.170
6M High / 6M Low: 0.590 0.170
High (YTD): 14/02/2024 0.590
Low (YTD): 25/06/2024 0.170
52W High: 27/10/2023 1.300
52W Low: 25/06/2024 0.170
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   137.10%
Volatility 6M:   104.72%
Volatility 1Y:   94.68%
Volatility 3Y:   -