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JP Morgan Put 45 PHM7 17.01.2025/  DE000JL0W043  /

EUWAX
13/09/2024  10:38:35 Chg.+0.004 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.055EUR +7.84% -
Bid Size: -		 -
Ask Size: -		 ALTRIA GRP INC. DL... 45.00 - 17/01/2025 Put
 

Master data

WKN: JL0W04
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -70.92
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -0.25
Time value: 0.07
Break-even: 44.33
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 17.54%
Delta: -0.23
Theta: 0.00
Omega: -16.62
Rho: -0.04
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.02%
1 Month
  -45.00%
3 Months
  -78.00%
YTD
  -91.79%
1 Year
  -89.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.047
1M High / 1M Low: 0.100 0.039
6M High / 6M Low: 0.580 0.039
High (YTD): 14/02/2024 0.700
Low (YTD): 02/09/2024 0.039
52W High: 27/10/2023 0.830
52W Low: 02/09/2024 0.039
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   137.52%
Volatility 6M:   128.96%
Volatility 1Y:   108.68%
Volatility 3Y:   -