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JP Morgan Put 85 ABL 17.01.2025/  DE000JL03G64  /

EUWAX
2024-06-28  9:01:27 AM Chg.+0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR +2.04% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 85.00 - 2025-01-17 Put
 

Master data

WKN: JL03G6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -74.60
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.20
Time value: 0.13
Break-even: 83.70
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.15
Theta: -0.01
Omega: -11.23
Rho: -0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -33.33%
3 Months
  -16.67%
YTD
  -61.54%
1 Year
  -72.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.095
1M High / 1M Low: 0.150 0.083
6M High / 6M Low: 0.260 0.083
High (YTD): 2024-01-04 0.260
Low (YTD): 2024-06-10 0.083
52W High: 2023-10-12 0.790
52W Low: 2024-06-10 0.083
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   155.84%
Volatility 6M:   138.15%
Volatility 1Y:   117.03%
Volatility 3Y:   -