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JP Morgan Put 135 A 17.01.2025/  DE000JB97390  /

EUWAX
2024-10-11  11:01:56 AM Chg.+0.010 Bid8:19:24 PM Ask8:19:24 PM Underlying Strike price Expiration date Option type
0.430EUR +2.38% 0.410
Bid Size: 50,000		 0.430
Ask Size: 50,000		 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: -29.67
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.71
Time value: 0.44
Break-even: 119.07
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 12.82%
Delta: -0.31
Theta: -0.03
Omega: -9.22
Rho: -0.12
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.16%
1 Month
  -35.82%
3 Months
  -65.04%
YTD
  -65.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.380
1M High / 1M Low: 0.670 0.350
6M High / 6M Low: 1.320 0.350
High (YTD): 2024-01-17 1.660
Low (YTD): 2024-10-01 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.415
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.83%
Volatility 6M:   163.85%
Volatility 1Y:   -
Volatility 3Y:   -