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JP Morgan Put 190 ADI 17.01.2025/  DE000JL05BV6  /

EUWAX
2024-12-23  8:58:12 AM Chg.-0.140 Bid8:59:46 PM Ask8:59:46 PM Underlying Strike price Expiration date Option type
0.110EUR -56.00% 0.110
Bid Size: 50,000		 0.120
Ask Size: 50,000		 Analog Devices Inc 190.00 - 2025-01-17 Put
 

Master data

WKN: JL05BV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -119.40
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.30
Parity: -1.30
Time value: 0.17
Break-even: 188.30
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.77
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.19
Theta: -0.08
Omega: -22.14
Rho: -0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -69.44%
3 Months
  -78.00%
YTD
  -93.49%
1 Year
  -93.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.110
1M High / 1M Low: 0.300 0.110
6M High / 6M Low: 1.590 0.110
High (YTD): 2024-01-17 2.280
Low (YTD): 2024-12-16 0.110
52W High: 2024-01-17 2.280
52W Low: 2024-12-16 0.110
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   1.013
Avg. volume 1Y:   0.000
Volatility 1M:   356.17%
Volatility 6M:   298.11%
Volatility 1Y:   232.79%
Volatility 3Y:   -