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JP Morgan Put 32 BAC 17.01.2025/  DE000JL1Z9S5  /

EUWAX
2024-09-05  10:48:37 AM Chg.+0.005 Bid7:58:03 PM Ask7:58:03 PM Underlying Strike price Expiration date Option type
0.020EUR +33.33% 0.021
Bid Size: 150,000		 0.031
Ask Size: 150,000		 VERIZON COMM. INC. D... 32.00 - 2025-01-17 Put
 

Master data

WKN: JL1Z9S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -120.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.54
Time value: 0.03
Break-even: 31.69
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 47.62%
Delta: -0.11
Theta: 0.00
Omega: -13.22
Rho: -0.02
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -45.95%
3 Months
  -51.22%
YTD
  -88.89%
1 Year
  -93.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.015
1M High / 1M Low: 0.050 0.015
6M High / 6M Low: 0.095 0.015
High (YTD): 2024-01-12 0.170
Low (YTD): 2024-09-04 0.015
52W High: 2023-10-12 0.450
52W Low: 2024-09-04 0.015
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   211.98%
Volatility 6M:   165.83%
Volatility 1Y:   141.94%
Volatility 3Y:   -