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JP Morgan Put 95 5UR 17.01.2025/  DE000JL2EV75  /

EUWAX
9/10/2024  10:52:37 AM Chg.-0.012 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.059EUR -16.90% -
Bid Size: -		 -
Ask Size: -		 RTX CORP. ... 95.00 - 1/17/2025 Put
 

Master data

WKN: JL2EV7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Put
Strike price: 95.00 -
Maturity: 1/17/2025
Issue date: 4/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -138.98
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -1.48
Time value: 0.08
Break-even: 94.21
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 33.90%
Delta: -0.11
Theta: -0.01
Omega: -14.78
Rho: -0.04
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.90%
1 Month
  -54.62%
3 Months
  -68.95%
YTD
  -95.60%
1 Year
  -95.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.041
1M High / 1M Low: 0.110 0.040
6M High / 6M Low: 0.850 0.040
High (YTD): 1/2/2024 1.290
Low (YTD): 9/2/2024 0.040
52W High: 10/4/2023 2.460
52W Low: 9/2/2024 0.040
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   0.889
Avg. volume 1Y:   0.000
Volatility 1M:   235.54%
Volatility 6M:   181.05%
Volatility 1Y:   138.64%
Volatility 3Y:   -