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JP Morgan Put 46 CIS 17.01.2025/  DE000JL0HH23  /

EUWAX
04/09/2024  09:44:42 Chg.+0.015 Bid15:03:58 Ask15:03:58 Underlying Strike price Expiration date Option type
0.100EUR +17.65% 0.100
Bid Size: 50,000		 0.110
Ask Size: 50,000		 CISCO SYSTEMS DL-... 46.00 - 17/01/2025 Put
 

Master data

WKN: JL0HH2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Put
Strike price: 46.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.19
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.07
Implied volatility: 0.10
Historic volatility: 0.18
Parity: 0.07
Time value: 0.04
Break-even: 44.90
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.50
Theta: 0.00
Omega: -20.63
Rho: -0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.21%
1 Month
  -58.33%
3 Months
  -58.33%
YTD
  -61.54%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.078
1M High / 1M Low: 0.350 0.078
6M High / 6M Low: 0.350 0.078
High (YTD): 05/08/2024 0.350
Low (YTD): 28/08/2024 0.078
52W High: 16/11/2023 0.360
52W Low: 28/08/2024 0.078
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   0.000
Volatility 1M:   196.20%
Volatility 6M:   189.76%
Volatility 1Y:   158.82%
Volatility 3Y:   -