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JP Morgan Put 120 DYH 17.01.2025/  DE000JL2ADE7  /

EUWAX
2024-06-03  10:51:05 AM Chg.-0.060 Bid7:48:13 PM Ask7:48:13 PM Underlying Strike price Expiration date Option type
0.200EUR -23.08% 0.240
Bid Size: 50,000		 0.270
Ask Size: 50,000		 TARGET CORP. DL-... 120.00 - 2025-01-17 Put
 

Master data

WKN: JL2ADE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TARGET CORP. DL-,0833
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.62
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.29
Parity: -2.39
Time value: 0.29
Break-even: 117.10
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.10
Spread %: 52.63%
Delta: -0.15
Theta: -0.01
Omega: -7.63
Rho: -0.16
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -33.33%
3 Months
  -58.33%
YTD
  -75.31%
1 Year
  -86.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.360 0.230
6M High / 6M Low: 1.060 0.170
High (YTD): 2024-01-18 0.900
Low (YTD): 2024-04-02 0.170
52W High: 2023-10-09 2.360
52W Low: 2024-04-02 0.170
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   1.079
Avg. volume 1Y:   0.000
Volatility 1M:   191.72%
Volatility 6M:   133.54%
Volatility 1Y:   110.03%
Volatility 3Y:   -