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JP Morgan Put 40 DY6 17.01.2025/  DE000JL025A4  /

EUWAX
11/10/2024  09:57:41 Chg.-0.030 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.180EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 DEVON ENERGY CORP. D... 40.00 - 17/01/2025 Put
 

Master data

WKN: JL025A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.83
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.07
Implied volatility: 0.20
Historic volatility: 0.22
Parity: 0.07
Time value: 0.11
Break-even: 38.20
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 12.50%
Delta: -0.52
Theta: -0.01
Omega: -11.26
Rho: -0.06
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -35.71%
3 Months  
+50.00%
YTD
  -56.10%
1 Year
  -67.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.320 0.180
6M High / 6M Low: 0.320 0.086
High (YTD): 19/01/2024 0.580
Low (YTD): 18/07/2024 0.086
52W High: 19/01/2024 0.580
52W Low: 18/07/2024 0.086
Avg. price 1W:   0.195
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   0.290
Avg. volume 1Y:   0.000
Volatility 1M:   189.37%
Volatility 6M:   214.51%
Volatility 1Y:   161.50%
Volatility 3Y:   -