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JP Morgan Put 95 ABL 17.01.2025/  DE000JL03GB2  /

EUWAX
8/2/2024  8:56:38 AM Chg.-0.040 Bid6:26:10 PM Ask6:26:10 PM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.180
Bid Size: 75,000		 0.190
Ask Size: 75,000		 ABBOTT LABS 95.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.07
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -0.71
Time value: 0.17
Break-even: 93.30
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.22
Theta: -0.01
Omega: -13.15
Rho: -0.11
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -42.86%
3 Months
  -44.83%
YTD
  -63.64%
1 Year
  -69.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.200
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 0.420 0.180
High (YTD): 1/3/2024 0.450
Low (YTD): 3/14/2024 0.180
52W High: 10/12/2023 1.210
52W Low: 3/14/2024 0.180
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   382.93%
Volatility 6M:   196.80%
Volatility 1Y:   150.62%
Volatility 3Y:   -