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JP Morgan Put 85 5UR 17.01.2025/  DE000JL2EVA9  /

EUWAX
10/07/2024  10:56:58 Chg.-0.010 Bid11:49:46 Ask11:49:46 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 15,000		 0.130
Ask Size: 15,000		 RTX CORP. ... 85.00 - 17/01/2025 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: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -71.92
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.85
Time value: 0.13
Break-even: 83.70
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.18
Theta: -0.01
Omega: -12.89
Rho: -0.09
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+54.93%
3 Months
  -50.00%
YTD
  -86.90%
1 Year
  -81.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.130 0.071
6M High / 6M Low: 0.770 0.071
High (YTD): 05/01/2024 0.790
Low (YTD): 10/06/2024 0.071
52W High: 04/10/2023 1.700
52W Low: 10/06/2024 0.071
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.305
Avg. volume 6M:   0.000
Avg. price 1Y:   0.664
Avg. volume 1Y:   0.000
Volatility 1M:   227.52%
Volatility 6M:   130.64%
Volatility 1Y:   130.65%
Volatility 3Y:   -