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JP Morgan Put 260 33L 17.01.2025/  DE000JL4S5W1  /

EUWAX
18/10/2024  09:48:07 Chg.+0.030 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.130EUR +30.00% -
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: -22.36
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.31
Parity: -0.08
Time value: 0.12
Break-even: 248.00
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.37
Theta: -0.08
Omega: -8.31
Rho: -0.28
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -23.53%
3 Months
  -23.53%
YTD  
+154.90%
1 Year
  -13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.420 0.073
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:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.125
Avg. volume 1Y:   0.000
Volatility 1M:   218.78%
Volatility 6M:   192.35%
Volatility 1Y:   158.20%
Volatility 3Y:   -