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JP Morgan Put 65 2M6 17.01.2025/  DE000JL6AJ14  /

EUWAX
7/8/2024  12:39:51 PM Chg.-0.010 Bid1:00:29 PM Ask1:00:29 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.110
Bid Size: 20,000		 0.120
Ask Size: 20,000		 MEDTRONIC PLC DL-... 65.00 - 1/17/2025 Put
 

Master data

WKN: JL6AJ1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.15
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.67
Time value: 0.13
Break-even: 63.70
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.20
Theta: -0.01
Omega: -10.96
Rho: -0.08
 

Quote data

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

Performance

1 Week  
+12.36%
1 Month  
+25.00%
3 Months
  -16.67%
YTD
  -60.00%
1 Year
  -67.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.089
1M High / 1M Low: 0.110 0.070
6M High / 6M Low: 0.230 0.070
High (YTD): 1/2/2024 0.250
Low (YTD): 6/10/2024 0.070
52W High: 10/27/2023 0.670
52W Low: 6/10/2024 0.070
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   125.10%
Volatility 6M:   127.17%
Volatility 1Y:   108.77%
Volatility 3Y:   -