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JP Morgan Put 130 A 21.06.2024/  DE000JL9Z369  /

EUWAX
2024-06-07  10:38:34 AM Chg.+0.010 Bid6:51:07 PM Ask6:51:07 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 75,000		 0.140
Ask Size: 75,000		 Agilent Technologies 130.00 USD 2024-06-21 Put
 

Master data

WKN: JL9Z36
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -78.13
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.26
Time value: 0.16
Break-even: 117.80
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.39
Spread abs.: 0.05
Spread %: 41.67%
Delta: -0.33
Theta: -0.09
Omega: -25.99
Rho: -0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -33.33%
3 Months
  -57.14%
YTD
  -77.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.110
1M High / 1M Low: 0.340 0.024
6M High / 6M Low: 0.960 0.024
High (YTD): 2024-01-17 0.920
Low (YTD): 2024-05-20 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,119.83%
Volatility 6M:   881.97%
Volatility 1Y:   -
Volatility 3Y:   -