JP Morgan Put 100 A 17.01.2025
/ DE000JL5K6N5
JP Morgan Put 100 A 17.01.2025/ DE000JL5K6N5 /
| 2024-06-06 10:48:27 AM |
Chg.- |
Bid10:01:48 AM |
Ask10:01:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
0.150
Bid Size: 2,000 |
0.250
Ask Size: 2,000 |
Agilent Technologies |
100.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL5K6N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-2.19 |
| Time value: |
0.25 |
| Break-even: |
97.50 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.10 |
| Spread %: |
66.67% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-7.24 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-61.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.190 |
0.092 |
| 6M High / 6M Low: |
0.530 |
0.092 |
| High (YTD): |
2024-01-17 |
0.500 |
| Low (YTD): |
2024-05-21 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.60% |
| Volatility 6M: |
|
146.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
