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JP Morgan Put 85 5UR 17.01.2025/  DE000JL2EVA9  /

EUWAX
02/08/2024  10:41:55 Chg.+0.003 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.039EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 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: -138.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -2.17
Time value: 0.08
Break-even: 84.23
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 63.83%
Delta: -0.08
Theta: -0.01
Omega: -11.03
Rho: -0.04
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -67.50%
3 Months
  -74.00%
YTD
  -95.36%
1 Year
  -95.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.031
1M High / 1M Low: 0.120 0.031
6M High / 6M Low: 0.560 0.031
High (YTD): 05/01/2024 0.790
Low (YTD): 31/07/2024 0.031
52W High: 04/10/2023 1.700
52W Low: 31/07/2024 0.031
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.622
Avg. volume 1Y:   0.000
Volatility 1M:   251.38%
Volatility 6M:   159.82%
Volatility 1Y:   130.99%
Volatility 3Y:   -