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JP Morgan Put 95 ABL 17.01.2025/  DE000JL03GB2  /

EUWAX
2024-11-15  9:00:00 AM Chg.+0.002 Bid10:15:16 AM Ask10:15:16 AM Underlying Strike price Expiration date Option type
0.020EUR +11.11% 0.018
Bid Size: 15,000		 0.038
Ask Size: 15,000		 ABBOTT LABS 95.00 - 2025-01-17 Put
 

Master data

WKN: JL03GB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Put
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -287.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.42
Time value: 0.04
Break-even: 94.62
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 1.07
Spread abs.: 0.02
Spread %: 111.11%
Delta: -0.07
Theta: -0.01
Omega: -20.87
Rho: -0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -44.44%
3 Months
  -86.67%
YTD
  -95.45%
1 Year
  -97.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.018
1M High / 1M Low: 0.040 0.018
6M High / 6M Low: 0.420 0.018
High (YTD): 2024-01-03 0.450
Low (YTD): 2024-11-14 0.018
52W High: 2023-11-15 0.780
52W Low: 2024-11-14 0.018
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   295.35%
Volatility 6M:   249.69%
Volatility 1Y:   191.43%
Volatility 3Y:   -