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JP Morgan Put 260 33L 17.01.2025/  DE000JL4S5W1  /

EUWAX
16/08/2024  09:46:05 Chg.-0.070 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.270EUR -20.59% -
Bid Size: -		 -
Ask Size: -		 LULULEMON ATHLETICA ... 260.00 - 17/01/2025 Put
 

Master data

WKN: JL4S5W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: LULULEMON ATHLETICA INC.
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 17/01/2025
Issue date: 02/06/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.35
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.26
Implied volatility: 0.22
Historic volatility: 0.31
Parity: 0.26
Time value: 0.02
Break-even: 232.00
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.71
Theta: -0.02
Omega: -5.93
Rho: -0.82
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month  
+80.00%
3 Months  
+170.00%
YTD  
+429.41%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.420 0.140
6M High / 6M Low: 0.420 0.039
High (YTD): 05/08/2024 0.420
Low (YTD): 21/03/2024 0.039
52W High: 05/08/2024 0.420
52W Low: 21/03/2024 0.039
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.119
Avg. volume 1Y:   0.000
Volatility 1M:   251.94%
Volatility 6M:   175.31%
Volatility 1Y:   144.57%
Volatility 3Y:   -