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JP Morgan Put 44 CIS 17.01.2025/  DE000JL0NNJ2  /

EUWAX
7/30/2024  10:34:38 AM Chg.-0.010 Bid3:37:11 PM Ask3:37:11 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.120
Bid Size: 300,000		 0.130
Ask Size: 300,000		 CISCO SYSTEMS DL-... 44.00 - 1/17/2025 Put
 

Master data

WKN: JL0NNJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 44.00 -
Maturity: 1/17/2025
Issue date: 4/11/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.68
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.17
Parity: -0.04
Time value: 0.14
Break-even: 42.60
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.39
Theta: 0.00
Omega: -12.29
Rho: -0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -13.33%
3 Months
  -27.78%
YTD
  -35.00%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.250 0.083
High (YTD): 2/15/2024 0.250
Low (YTD): 5/16/2024 0.083
52W High: 11/16/2023 0.290
52W Low: 5/16/2024 0.083
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   148.21%
Volatility 6M:   169.28%
Volatility 1Y:   145.26%
Volatility 3Y:   -