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JP Morgan Put 520 UNH 17.01.2025/  DE000JL2GL59  /

EUWAX
9/10/2024  10:52:39 AM Chg.+0.010 Bid2:15:23 PM Ask2:15:23 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 50,000		 0.120
Ask Size: 50,000		 UNITEDHEALTH GROUP D... 520.00 - 1/17/2025 Put
 

Master data

WKN: JL2GL5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 520.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -44.86
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.18
Time value: 0.12
Break-even: 508.00
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.31
Theta: -0.06
Omega: -13.88
Rho: -0.63
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month
  -42.11%
3 Months
  -75.00%
YTD
  -72.50%
1 Year
  -83.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.082
1M High / 1M Low: 0.190 0.082
6M High / 6M Low: 0.790 0.082
High (YTD): 4/15/2024 0.790
Low (YTD): 9/5/2024 0.082
52W High: 4/15/2024 0.790
52W Low: 9/5/2024 0.082
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.399
Avg. volume 1Y:   0.000
Volatility 1M:   126.41%
Volatility 6M:   154.76%
Volatility 1Y:   130.85%
Volatility 3Y:   -