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JP Morgan Put 40 BAC 17.01.2025/  DE000JL2R601  /

EUWAX
2024-08-07  12:39:44 PM Chg.- Bid8:20:17 AM Ask8:20:17 AM Underlying Strike price Expiration date Option type
0.210EUR - 0.220
Bid Size: 75,000		 0.230
Ask Size: 75,000		 VERIZON COMM. INC. D... 40.00 - 2025-01-17 Put
 

Master data

WKN: JL2R60
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.03
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.31
Implied volatility: -
Historic volatility: 0.20
Parity: 0.31
Time value: -0.08
Break-even: 37.70
Moneyness: 1.09
Premium: -0.02
Premium p.a.: -0.05
Spread abs.: 0.01
Spread %: 4.55%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month     0.00%
3 Months
  -32.26%
YTD
  -58.82%
1 Year
  -75.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.380 0.150
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-07-19 0.150
52W High: 2023-10-13 0.980
52W Low: 2024-07-19 0.150
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   238.02%
Volatility 6M:   142.19%
Volatility 1Y:   114.63%
Volatility 3Y:   -