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JP Morgan Put 70 2M6 17.01.2025/  DE000JL6NWV5  /

EUWAX
2024-07-31  10:42:30 AM Chg.-0.020 Bid4:55:26 PM Ask4:55:26 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 MEDTRONIC PLC DL-... 70.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.95
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.47
Time value: 0.17
Break-even: 68.30
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.25
Theta: -0.01
Omega: -11.19
Rho: -0.10
 

Quote data

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

Performance

1 Week
  -12.50%
1 Month
  -12.50%
3 Months
  -41.67%
YTD
  -60.00%
1 Year
  -62.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.200 0.130
6M High / 6M Low: 0.300 0.120
High (YTD): 2024-01-02 0.360
Low (YTD): 2024-06-10 0.120
52W High: 2023-10-27 0.880
52W Low: 2024-06-10 0.120
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   0.349
Avg. volume 1Y:   0.000
Volatility 1M:   184.28%
Volatility 6M:   140.35%
Volatility 1Y:   116.13%
Volatility 3Y:   -