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JP Morgan Put 30 BAC 17.01.2025/  DE000JL1Z9R7  /

EUWAX
7/2/2024  9:58:15 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.022EUR - -
Bid Size: -		 -
Ask Size: -		 VERIZON COMM. INC. D... 30.00 - 1/17/2025 Put
 

Master data

WKN: JL1Z9R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 7/2/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -118.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.80
Time value: 0.03
Break-even: 29.68
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 45.45%
Delta: -0.08
Theta: 0.00
Omega: -10.05
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.022
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -31.25%
3 Months
  -54.17%
YTD
  -83.08%
1 Year
  -91.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.035 0.022
6M High / 6M Low: 0.110 0.022
High (YTD): 1/12/2024 0.120
Low (YTD): 7/2/2024 0.022
52W High: 10/12/2023 0.360
52W Low: 7/2/2024 0.022
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   109.15%
Volatility 6M:   134.60%
Volatility 1Y:   119.80%
Volatility 3Y:   -