OverviewChartNewsTraderScreen

JP Morgan Put 85 5UR 17.01.2025/  DE000JL2EVA9  /

EUWAX
2024-06-28  10:49:13 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 RTX CORP. ... 85.00 - 2025-01-17 Put
 

Master data

WKN: JL2EVA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.12
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.90
Time value: 0.14
Break-even: 83.60
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 16.67%
Delta: -0.18
Theta: -0.01
Omega: -12.07
Rho: -0.10
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.16%
1 Month  
+35.42%
3 Months
  -50.00%
YTD
  -84.52%
1 Year
  -78.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.078
1M High / 1M Low: 0.130 0.071
6M High / 6M Low: 0.840 0.071
High (YTD): 2024-01-05 0.790
Low (YTD): 2024-06-10 0.071
52W High: 2023-10-04 1.700
52W Low: 2024-06-10 0.071
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   0.677
Avg. volume 1Y:   0.000
Volatility 1M:   232.13%
Volatility 6M:   126.24%
Volatility 1Y:   128.62%
Volatility 3Y:   -