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JP Morgan Put 280 33L 17.01.2025/  DE000JL30FA9  /

EUWAX
17/07/2024  09:20:52 Chg.-0.020 Bid17:28:48 Ask17:28:48 Underlying Strike price Expiration date Option type
0.220EUR -8.33% 0.220
Bid Size: 250,000		 0.230
Ask Size: 250,000		 LULULEMON ATHLETICA ... 280.00 - 17/01/2025 Put
 

Master data

WKN: JL30FA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: LULULEMON ATHLETICA INC.
Type: Warrant
Option type: Put
Strike price: 280.00 -
Maturity: 17/01/2025
Issue date: 25/05/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -11.15
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.12
Implied volatility: 0.26
Historic volatility: 0.29
Parity: 0.12
Time value: 0.12
Break-even: 256.00
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 9.09%
Delta: -0.52
Theta: -0.04
Omega: -5.81
Rho: -0.82
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.22%
3 Months  
+46.67%
YTD  
+228.36%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.240 0.160
6M High / 6M Low: 0.250 0.053
High (YTD): 29/05/2024 0.250
Low (YTD): 21/03/2024 0.053
52W High: 28/08/2023 0.260
52W Low: 21/03/2024 0.053
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.144
Avg. volume 1Y:   0.000
Volatility 1M:   101.96%
Volatility 6M:   134.81%
Volatility 1Y:   119.35%
Volatility 3Y:   -