OverviewChartNewsTraderScreen

JP Morgan Put 75 2M6 17.01.2025/  DE000JL67YH7  /

EUWAX
2024-07-31  10:42:16 AM Chg.- Bid9:27:06 AM Ask9:27:06 AM Underlying Strike price Expiration date Option type
0.250EUR - 0.280
Bid Size: 30,000		 0.290
Ask Size: 30,000		 MEDTRONIC PLC DL-... 75.00 - 2025-01-17 Put
 

Master data

WKN: JL67YH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.74
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.03
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.03
Time value: 0.23
Break-even: 72.40
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.43
Theta: -0.01
Omega: -12.35
Rho: -0.16
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -13.79%
3 Months
  -30.56%
YTD
  -48.98%
1 Year
  -47.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 0.440 0.200
High (YTD): 2024-01-02 0.490
Low (YTD): 2024-05-20 0.200
52W High: 2023-10-27 1.120
52W Low: 2024-05-20 0.200
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.482
Avg. volume 1Y:   0.000
Volatility 1M:   159.12%
Volatility 6M:   124.39%
Volatility 1Y:   104.93%
Volatility 3Y:   -