OverviewChartNewsTraderScreen

JP Morgan Put 35 DAL 17.01.2025/  DE000JL6KAK0  /

EUWAX
7/9/2024  10:46:30 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.077EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 35.00 - 1/17/2025 Put
 

Master data

WKN: JL6KAK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.26
Parity: -0.78
Time value: 0.09
Break-even: 34.10
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 12.50%
Delta: -0.15
Theta: -0.01
Omega: -7.16
Rho: -0.04
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.47%
1 Month  
+26.23%
3 Months
  -40.77%
YTD
  -74.33%
1 Year
  -74.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.069
1M High / 1M Low: 0.086 0.055
6M High / 6M Low: 0.380 0.049
High (YTD): 1/17/2024 0.380
Low (YTD): 5/21/2024 0.049
52W High: 10/31/2023 0.680
52W Low: 5/21/2024 0.049
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.276
Avg. volume 1Y:   0.000
Volatility 1M:   142.50%
Volatility 6M:   136.84%
Volatility 1Y:   110.99%
Volatility 3Y:   -