JP Morgan Put 70 ABL 17.01.2025/  DE000JL03G72  /

EUWAX
6/20/2024  9:15:32 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.029EUR - -
Bid Size: -
-
Ask Size: -
ABBOTT LABS 70.00 - 1/17/2025 Put
 

Master data

WKN: JL03G7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 4/5/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -167.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -2.70
Time value: 0.06
Break-even: 69.42
Moneyness: 0.72
Premium: 0.28
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 107.14%
Delta: -0.05
Theta: -0.01
Omega: -9.20
Rho: -0.03
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.033
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.64%
3 Months
  -40.82%
YTD
  -73.64%
1 Year
  -83.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.039 0.022
6M High / 6M Low: 0.110 0.022
High (YTD): 1/5/2024 0.110
Low (YTD): 6/10/2024 0.022
52W High: 10/13/2023 0.380
52W Low: 6/10/2024 0.022
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   240.45%
Volatility 6M:   144.02%
Volatility 1Y:   124.93%
Volatility 3Y:   -