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JP Morgan Put 70 2M6 17.01.2025/  DE000JL6NWV5  /

EUWAX
16/07/2024  10:45:06 Chg.+0.020 Bid11:56:29 Ask11:56:29 Underlying Strike price Expiration date Option type
0.190EUR +11.76% 0.190
Bid Size: 20,000		 0.210
Ask Size: 20,000		 MEDTRONIC PLC DL-... 70.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.68
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.17
Parity: -0.07
Time value: 0.21
Break-even: 67.90
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 10.53%
Delta: -0.37
Theta: 0.00
Omega: -12.61
Rho: -0.14
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+26.67%
3 Months
  -26.92%
YTD
  -45.71%
1 Year
  -47.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.200 0.140
6M High / 6M Low: 0.300 0.120
High (YTD): 02/01/2024 0.360
Low (YTD): 10/06/2024 0.120
52W High: 27/10/2023 0.880
52W Low: 10/06/2024 0.120
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   0.000
Volatility 1M:   144.93%
Volatility 6M:   130.53%
Volatility 1Y:   110.18%
Volatility 3Y:   -