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JP Morgan Put 130 A 17.01.2025/  DE000JL7HBF2  /

EUWAX
2024-05-28  10:08:56 AM Chg.-0.010 Bid5:21:10 PM Ask5:21:10 PM Underlying Strike price Expiration date Option type
0.460EUR -2.13% 0.490
Bid Size: 50,000		 0.510
Ask Size: 50,000		 Agilent Technologies 130.00 USD 2025-01-17 Put
 

Master data

WKN: JL7HBF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.37
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -1.90
Time value: 0.62
Break-even: 113.49
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.15
Spread %: 31.91%
Delta: -0.23
Theta: -0.02
Omega: -5.14
Rho: -0.24
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.98%
1 Month
  -45.88%
3 Months
  -55.77%
YTD
  -56.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.810 0.420
6M High / 6M Low: 1.560 0.420
High (YTD): 2024-02-14 1.370
Low (YTD): 2024-05-23 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.990
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.49%
Volatility 6M:   101.98%
Volatility 1Y:   -
Volatility 3Y:   -