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JP Morgan Put 80 SWKS 17.01.2025/  DE000JL0KCJ1  /

EUWAX
10/9/2024  8:57:22 AM Chg.-0.020 Bid10:30:29 AM Ask10:30:29 AM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.200
Bid Size: 5,000		 0.240
Ask Size: 5,000		 Skyworks Solutions I... 80.00 - 1/17/2025 Put
 

Master data

WKN: JL0KCJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.50
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.32
Parity: -0.76
Time value: 0.24
Break-even: 77.60
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 20.00%
Delta: -0.25
Theta: -0.02
Omega: -9.11
Rho: -0.07
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -4.76%
3 Months  
+25.00%
YTD
  -42.86%
1 Year
  -74.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: 0.480 0.092
High (YTD): 1/17/2024 0.560
Low (YTD): 8/1/2024 0.092
52W High: 11/1/2023 1.110
52W Low: 8/1/2024 0.092
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   217.11%
Volatility 6M:   301.27%
Volatility 1Y:   225.72%
Volatility 3Y:   -