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JP Morgan Put 34 BAC 17.01.2025/  DE000JL1Z9T3  /

EUWAX
2024-07-25  10:44:38 AM Chg.-0.007 Bid7:12:24 PM Ask7:12:24 PM Underlying Strike price Expiration date Option type
0.053EUR -11.67% 0.046
Bid Size: 200,000		 0.056
Ask Size: 200,000		 VERIZON COMM. INC. D... 34.00 - 2025-01-17 Put
 

Master data

WKN: JL1Z9T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 34.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.63
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.26
Time value: 0.07
Break-even: 33.33
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 28.85%
Delta: -0.22
Theta: 0.00
Omega: -12.27
Rho: -0.04
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month
  -11.67%
3 Months
  -47.00%
YTD
  -77.92%
1 Year
  -86.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.038
1M High / 1M Low: 0.061 0.038
6M High / 6M Low: 0.170 0.038
High (YTD): 2024-01-12 0.220
Low (YTD): 2024-07-18 0.038
52W High: 2023-10-12 0.570
52W Low: 2024-07-18 0.038
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.231
Avg. volume 1Y:   0.000
Volatility 1M:   193.07%
Volatility 6M:   137.98%
Volatility 1Y:   118.73%
Volatility 3Y:   -