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JP Morgan Put 115 A 17.01.2025/  DE000JL5WDB0  /

EUWAX
2024-05-28  9:56:34 AM Chg.-0.010 Bid11:39:18 AM Ask11:39:18 AM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 2,000		 0.320
Ask Size: 2,000		 Agilent Technologies 115.00 - 2025-01-17 Put
 

Master data

WKN: JL5WDB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.50
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -2.37
Time value: 0.38
Break-even: 111.20
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.15
Spread %: 65.22%
Delta: -0.17
Theta: -0.02
Omega: -6.31
Rho: -0.18
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -50.00%
3 Months
  -62.71%
YTD
  -65.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 0.980 0.200
High (YTD): 2024-01-17 0.880
Low (YTD): 2024-05-23 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.572
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.48%
Volatility 6M:   106.09%
Volatility 1Y:   -
Volatility 3Y:   -