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JP Morgan Put 290 33L 17.01.2025/  DE000JL468L3  /

EUWAX
7/17/2024  8:17:27 AM Chg.-0.030 Bid4:26:17 PM Ask4:26:17 PM Underlying Strike price Expiration date Option type
0.260EUR -10.34% 0.260
Bid Size: 250,000		 0.270
Ask Size: 250,000		 LULULEMON ATHLETICA ... 290.00 - 1/17/2025 Put
 

Master data

WKN: JL468L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: LULULEMON ATHLETICA INC.
Type: Warrant
Option type: Put
Strike price: 290.00 -
Maturity: 1/17/2025
Issue date: 5/23/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -9.56
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.22
Implied volatility: 0.23
Historic volatility: 0.29
Parity: 0.22
Time value: 0.06
Break-even: 262.00
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 7.69%
Delta: -0.62
Theta: -0.03
Omega: -5.89
Rho: -0.97
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.81%
3 Months  
+44.44%
YTD  
+242.11%
1 Year  
+8.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.190
6M High / 6M Low: 0.290 0.062
High (YTD): 7/16/2024 0.290
Low (YTD): 3/21/2024 0.062
52W High: 7/16/2024 0.290
52W Low: 3/21/2024 0.062
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   95.94%
Volatility 6M:   136.68%
Volatility 1Y:   116.56%
Volatility 3Y:   -