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JP Morgan Put 120 DYH 17.01.2025/  DE000JL2ADE7  /

EUWAX
2024-05-30  10:56:41 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.300EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 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: -35.07
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.29
Parity: -1.68
Time value: 0.39
Break-even: 116.10
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 34.48%
Delta: -0.21
Theta: -0.02
Omega: -7.26
Rho: -0.20
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+20.00%
3 Months
  -42.31%
YTD
  -62.96%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
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:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   1.089
Avg. volume 1Y:   0.000
Volatility 1M:   200.96%
Volatility 6M:   132.04%
Volatility 1Y:   109.35%
Volatility 3Y:   -