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JP Morgan Put 20 GEN 17.01.2025/  DE000JL7KC18  /

EUWAX
31/07/2024  11:13:06 Chg.0.000 Bid18:24:47 Ask18:24:47 Underlying Strike price Expiration date Option type
0.074EUR 0.00% 0.075
Bid Size: 150,000		 0.085
Ask Size: 150,000		 Gen Digital Inc 20.00 USD 17/01/2025 Put
 

Master data

WKN: JL7KC1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Gen Digital Inc
Type: Warrant
Option type: Put
Strike price: 20.00 USD
Maturity: 17/01/2025
Issue date: 28/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.29
Parity: -0.53
Time value: 0.09
Break-even: 17.57
Moneyness: 0.78
Premium: 0.26
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 25.00%
Delta: -0.17
Theta: -0.01
Omega: -4.45
Rho: -0.02
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.074
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.28%
1 Month
  -26.00%
3 Months
  -70.40%
YTD
  -64.76%
1 Year
  -78.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.074
1M High / 1M Low: 0.110 0.074
6M High / 6M Low: 0.280 0.074
High (YTD): 07/05/2024 0.280
Low (YTD): 30/07/2024 0.074
52W High: 27/10/2023 0.490
52W Low: 30/07/2024 0.074
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   133.63%
Volatility 6M:   136.92%
Volatility 1Y:   106.45%
Volatility 3Y:   -