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JP Morgan Put 85 E3X1 17.01.2025/  DE000JL1J2A8  /

EUWAX
2024-07-31  2:41:43 PM Chg.0.000 Bid5:34:27 PM Ask5:34:27 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.120
Bid Size: 50,000		 0.150
Ask Size: 50,000		 EXPEDIA GRP INC. DL-... 85.00 - 2025-01-17 Put
 

Master data

WKN: JL1J2A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.02
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.40
Parity: -3.38
Time value: 0.22
Break-even: 82.80
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.77
Spread abs.: 0.10
Spread %: 83.33%
Delta: -0.10
Theta: -0.02
Omega: -5.65
Rho: -0.07
 

Quote data

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

Performance

1 Week  
+13.40%
1 Month
  -8.33%
3 Months
  -42.11%
YTD
  -63.33%
1 Year
  -82.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.097
1M High / 1M Low: 0.140 0.079
6M High / 6M Low: 0.390 0.079
High (YTD): 2024-02-09 0.390
Low (YTD): 2024-07-22 0.079
52W High: 2023-10-27 1.160
52W Low: 2024-07-22 0.079
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   184.53%
Volatility 6M:   143.72%
Volatility 1Y:   128.42%
Volatility 3Y:   -