OverviewChartNewsTraderScreen

JP Morgan Put 50 DVN 21.03.2025/  DE000JL7VPQ0  /

EUWAX
2024-09-06  11:22:45 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR +3.70% -
Bid Size: -		 -
Ask Size: -		 Devon Energy Corp 50.00 USD 2025-03-21 Put
 

Master data

WKN: JL7VPQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Devon Energy Corp
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2025-03-21
Issue date: 2023-07-17
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.49
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.78
Time value: 0.05
Break-even: 36.81
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 2.22%
Delta: -0.73
Theta: 0.00
Omega: -3.26
Rho: -0.19
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+1.20%
3 Months  
+37.70%
YTD
  -7.69%
1 Year  
+3.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.640
1M High / 1M Low: 0.840 0.620
6M High / 6M Low: 0.920 0.460
High (YTD): 2024-02-07 1.190
Low (YTD): 2024-05-10 0.460
52W High: 2023-10-05 1.260
52W Low: 2024-05-10 0.460
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.597
Avg. volume 6M:   0.000
Avg. price 1Y:   0.809
Avg. volume 1Y:   0.000
Volatility 1M:   108.88%
Volatility 6M:   105.93%
Volatility 1Y:   85.06%
Volatility 3Y:   -