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JP Morgan Put 15 VFP 17.01.2025/  DE000JL1Y4H0  /

EUWAX
2024-05-31  10:52:46 AM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.300EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 V.F. CORP. 15.00 - 2025-01-17 Put
 

Master data

WKN: JL1Y4H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: V.F. CORP.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.08
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.28
Implied volatility: 0.35
Historic volatility: 0.51
Parity: 0.28
Time value: 0.02
Break-even: 12.00
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 3.45%
Delta: -0.69
Theta: 0.00
Omega: -2.82
Rho: -0.07
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -6.25%
3 Months  
+25.00%
YTD  
+50.00%
1 Year
  -9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.390 0.300
6M High / 6M Low: 0.390 0.170
High (YTD): 2024-05-23 0.390
Low (YTD): 2024-01-02 0.200
52W High: 2024-05-23 0.390
52W Low: 2023-12-15 0.170
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   93.24%
Volatility 6M:   97.10%
Volatility 1Y:   93.58%
Volatility 3Y:   -