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JP Morgan Put 125 A 21.06.2024/  DE000JL97043  /

EUWAX
2024-06-07  8:33:35 AM Chg.-0.002 Bid9:44:01 AM Ask9:44:01 AM Underlying Strike price Expiration date Option type
0.035EUR -5.41% 0.036
Bid Size: 2,000		 0.110
Ask Size: 2,000		 Agilent Technologies 125.00 USD 2024-06-21 Put
 

Master data

WKN: JL9704
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -120.75
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -0.72
Time value: 0.10
Break-even: 113.76
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 4.44
Spread abs.: 0.07
Spread %: 189.47%
Delta: -0.19
Theta: -0.09
Omega: -23.31
Rho: -0.01
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.00%
1 Month
  -65.00%
3 Months
  -84.09%
YTD
  -91.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.037
1M High / 1M Low: 0.100 0.012
6M High / 6M Low: 0.760 0.012
High (YTD): 2024-01-17 0.740
Low (YTD): 2024-05-20 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   973.66%
Volatility 6M:   441.10%
Volatility 1Y:   -
Volatility 3Y:   -