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JP Morgan Put 70 2M6 17.01.2025/  DE000JL6NWV5  /

EUWAX
8/14/2024  2:12:10 PM Chg.- Bid9:35:23 AM Ask9:35:23 AM Underlying Strike price Expiration date Option type
0.140EUR - 0.120
Bid Size: 25,000		 0.140
Ask Size: 25,000		 MEDTRONIC PLC DL-... 70.00 - 1/17/2025 Put
 

Master data

WKN: JL6NWV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 6/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.76
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.48
Time value: 0.16
Break-even: 68.40
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 14.29%
Delta: -0.25
Theta: -0.01
Omega: -11.65
Rho: -0.09
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -17.65%
3 Months
  -6.67%
YTD
  -60.00%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 0.300 0.120
High (YTD): 1/2/2024 0.360
Low (YTD): 6/10/2024 0.120
52W High: 10/27/2023 0.880
52W Low: 6/10/2024 0.120
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   201.72%
Volatility 6M:   148.77%
Volatility 1Y:   120.72%
Volatility 3Y:   -