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JP Morgan Put 44 CIS 17.01.2025/  DE000JL0NNJ2  /

EUWAX
6/27/2024  12:50:49 PM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 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: -29.25
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.01
Implied volatility: 0.14
Historic volatility: 0.17
Parity: 0.01
Time value: 0.14
Break-even: 42.50
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.41
Theta: 0.00
Omega: -12.11
Rho: -0.11
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -11.11%
3 Months  
+14.29%
YTD
  -20.00%
1 Year
  -40.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.210 0.150
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:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   130.93%
Volatility 6M:   163.10%
Volatility 1Y:   141.27%
Volatility 3Y:   -