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JP Morgan Put 135 A 17.01.2025/  DE000JB97390  /

EUWAX
2024-12-20  10:57:35 AM Chg.+0.070 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.540EUR +14.89% -
Bid Size: -		 -
Ask Size: -		 Agilent Technologies 135.00 USD 2025-01-17 Put
 

Master data

WKN: JB9739
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 135.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.31
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.05
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.05
Time value: 0.39
Break-even: 125.05
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 10.00%
Delta: -0.49
Theta: -0.07
Omega: -14.39
Rho: -0.05
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+157.14%
1 Month
  -30.77%
3 Months  
+14.89%
YTD
  -56.10%
1 Year
  -57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.270
1M High / 1M Low: 0.780 0.160
6M High / 6M Low: 1.320 0.160
High (YTD): 2024-01-17 1.660
Low (YTD): 2024-12-10 0.160
52W High: 2024-01-17 1.660
52W Low: 2024-12-10 0.160
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   0.887
Avg. volume 1Y:   0.000
Volatility 1M:   349.20%
Volatility 6M:   217.91%
Volatility 1Y:   179.04%
Volatility 3Y:   -