JP Morgan Put 40 5ZM 17.01.2025/  DE000JL0YY88  /

EUWAX
2024-06-28  8:54:27 AM Chg.-0.013 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.047EUR -21.67% -
Bid Size: -
-
Ask Size: -
ZOOM VIDEO COMM. A -... 40.00 - 2025-01-17 Put
 

Master data

WKN: JL0YY8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ZOOM VIDEO COMM. A -,001
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.61
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -1.46
Time value: 0.10
Break-even: 39.00
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 96.08%
Delta: -0.11
Theta: -0.01
Omega: -5.92
Rho: -0.04
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.95%
1 Month
  -17.54%
3 Months
  -38.96%
YTD
  -63.85%
1 Year
  -87.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.047
1M High / 1M Low: 0.072 0.040
6M High / 6M Low: 0.170 0.040
High (YTD): 2024-02-21 0.170
Low (YTD): 2024-06-12 0.040
52W High: 2023-07-07 0.390
52W Low: 2024-06-12 0.040
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.191
Avg. volume 1Y:   0.000
Volatility 1M:   192.38%
Volatility 6M:   132.59%
Volatility 1Y:   110.43%
Volatility 3Y:   -