OverviewChartNewsTraderScreen

JP Morgan Put 100 DYH 17.01.2025/  DE000JL10E18  /

EUWAX
2024-05-31  8:34:33 AM Chg.-0.015 Bid5:12:00 PM Ask5:12:00 PM Underlying Strike price Expiration date Option type
0.084EUR -15.15% 0.074
Bid Size: 25,000		 0.110
Ask Size: 25,000		 TARGET CORP. DL-... 100.00 - 2025-01-17 Put
 

Master data

WKN: JL10E1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TARGET CORP. DL-,0833
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-04-18
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.16
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -3.84
Time value: 0.23
Break-even: 97.70
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.50
Spread abs.: 0.15
Spread %: 177.11%
Delta: -0.10
Theta: -0.01
Omega: -5.99
Rho: -0.10
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month
  -7.69%
3 Months
  -61.82%
YTD
  -78.46%
1 Year
  -90.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.097
1M High / 1M Low: 0.120 0.083
6M High / 6M Low: 0.530 0.066
High (YTD): 2024-01-18 0.440
Low (YTD): 2024-04-02 0.066
52W High: 2023-10-06 1.410
52W Low: 2024-04-02 0.066
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   3.922
Volatility 1M:   169.08%
Volatility 6M:   129.81%
Volatility 1Y:   118.30%
Volatility 3Y:   -