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JP Morgan Put 95 5UR 17.01.2025/  DE000JL2EV75  /

EUWAX
10/07/2024  10:56:58 Chg.-0.030 Bid12:37:24 Ask12:37:24 Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.300
Bid Size: 20,000		 0.310
Ask Size: 20,000		 RTX CORP. ... 95.00 - 17/01/2025 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: 17/01/2025
Issue date: 17/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.33
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.15
Implied volatility: 0.13
Historic volatility: 0.20
Parity: 0.15
Time value: 0.18
Break-even: 91.70
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 6.45%
Delta: -0.47
Theta: 0.00
Omega: -13.27
Rho: -0.25
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+57.89%
3 Months
  -34.78%
YTD
  -77.61%
1 Year
  -65.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.310
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: 1.270 0.180
High (YTD): 02/01/2024 1.290
Low (YTD): 06/06/2024 0.180
52W High: 04/10/2023 2.460
52W Low: 06/06/2024 0.180
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   1.076
Avg. volume 1Y:   0.000
Volatility 1M:   194.77%
Volatility 6M:   111.42%
Volatility 1Y:   110.38%
Volatility 3Y:   -