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JP Morgan Put 125 A 17.01.2025/  DE000JL7MYY5  /

EUWAX
02/08/2024  11:31:39 Chg.+0.020 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.410EUR +5.13% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 125.00 USD 17/01/2025 Put
 

Master data

WKN: JL7MYY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 17/01/2025
Issue date: 21/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.17
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -1.29
Time value: 0.55
Break-even: 109.06
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.34
Spread abs.: 0.08
Spread %: 17.65%
Delta: -0.26
Theta: -0.03
Omega: -6.09
Rho: -0.18
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.15%
1 Month
  -49.38%
3 Months
  -31.67%
YTD
  -54.44%
1 Year
  -70.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.370
1M High / 1M Low: 0.810 0.370
6M High / 6M Low: 1.120 0.330
High (YTD): 17/01/2024 1.160
Low (YTD): 22/05/2024 0.330
52W High: 30/10/2023 2.610
52W Low: 22/05/2024 0.330
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.608
Avg. volume 1M:   0.000
Avg. price 6M:   0.647
Avg. volume 6M:   0.000
Avg. price 1Y:   1.132
Avg. volume 1Y:   0.000
Volatility 1M:   165.05%
Volatility 6M:   155.16%
Volatility 1Y:   122.41%
Volatility 3Y:   -