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JP Morgan Put 44 CIS 17.01.2025/  DE000JL0NNJ2  /

EUWAX
9/6/2024  10:28:58 AM Chg.+0.010 Bid9:29:11 PM Ask9:29:11 PM Underlying Strike price Expiration date Option type
0.081EUR +14.08% 0.095
Bid Size: 300,000		 0.110
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: -50.25
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.18
Parity: -0.02
Time value: 0.09
Break-even: 43.12
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 12.82%
Delta: -0.39
Theta: 0.00
Omega: -19.43
Rho: -0.07
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.071
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.11%
1 Month
  -70.00%
3 Months
  -57.37%
YTD
  -59.50%
1 Year
  -55.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.057
1M High / 1M Low: 0.270 0.050
6M High / 6M Low: 0.270 0.050
High (YTD): 8/6/2024 0.270
Low (YTD): 8/27/2024 0.050
52W High: 11/16/2023 0.290
52W Low: 8/27/2024 0.050
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   0.184
Avg. volume 1Y:   0.000
Volatility 1M:   222.77%
Volatility 6M:   205.20%
Volatility 1Y:   169.03%
Volatility 3Y:   -