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JP Morgan Put 55 CVS 17.01.2025/  DE000JL0BUP9  /

EUWAX
2024-09-26  9:46:35 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.250EUR -7.41% -
Bid Size: -		 -
Ask Size: -		 CVS HEALTH CORP. D... 55.00 - 2025-01-17 Put
 

Master data

WKN: JL0BUP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CVS HEALTH CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.26
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.23
Implied volatility: 0.13
Historic volatility: 0.26
Parity: 0.23
Time value: 0.03
Break-even: 52.40
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.66
Theta: 0.00
Omega: -13.31
Rho: -0.12
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -3.85%
YTD  
+92.31%
1 Year
  -10.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.350 0.240
6M High / 6M Low: 0.530 0.065
High (YTD): 2024-05-30 0.530
Low (YTD): 2024-03-28 0.065
52W High: 2024-05-30 0.530
52W Low: 2024-03-28 0.065
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   0.000
Volatility 1M:   153.40%
Volatility 6M:   301.01%
Volatility 1Y:   228.48%
Volatility 3Y:   -