JP Morgan Put 490 UNH 17.01.2025/  DE000JL2GL26  /

EUWAX
2024-10-11  11:00:48 AM Chg.-0.019 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.055EUR -25.68% -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 490.00 - 2025-01-17 Put
 

Master data

WKN: JL2GL2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 490.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -91.15
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.57
Time value: 0.06
Break-even: 484.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 20.00%
Delta: -0.16
Theta: -0.08
Omega: -14.33
Rho: -0.24
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -16.67%
3 Months
  -77.08%
YTD
  -81.67%
1 Year
  -85.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.055
1M High / 1M Low: 0.078 0.055
6M High / 6M Low: 0.580 0.050
High (YTD): 2024-04-15 0.580
Low (YTD): 2024-09-05 0.050
52W High: 2024-04-15 0.580
52W Low: 2024-09-05 0.050
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.255
Avg. volume 1Y:   0.000
Volatility 1M:   156.56%
Volatility 6M:   174.67%
Volatility 1Y:   149.56%
Volatility 3Y:   -