OverviewChartNewsTraderScreen

JP Morgan Put 260 33L 17.01.2025/  DE000JL4S5W1  /

EUWAX
2024-06-28  9:34:20 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 LULULEMON ATHLETICA ... 260.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -18.59
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.30
Parity: -0.19
Time value: 0.15
Break-even: 245.00
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 15.38%
Delta: -0.31
Theta: -0.05
Omega: -5.75
Rho: -0.56
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -29.41%
3 Months  
+118.18%
YTD  
+135.29%
1 Year
  -29.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.170 0.094
6M High / 6M Low: 0.190 0.039
High (YTD): 2024-05-29 0.190
Low (YTD): 2024-03-21 0.039
52W High: 2023-08-28 0.210
52W Low: 2024-03-21 0.039
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   201.88%
Volatility 6M:   143.14%
Volatility 1Y:   122.61%
Volatility 3Y:   -