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JP Morgan Put 105 R66 17.01.2025/  DE000JL2CUM0  /

EUWAX
2024-06-04  10:58:52 AM Chg.- Bid8:04:15 AM Ask8:04:15 AM Underlying Strike price Expiration date Option type
0.440EUR - 0.450
Bid Size: 3,000		 0.550
Ask Size: 3,000		 PHILLIPS 66 D... 105.00 - 2025-01-17 Put
 

Master data

WKN: JL2CUM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PHILLIPS 66 DL-,01
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.89
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -2.09
Time value: 0.55
Break-even: 99.50
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.10
Spread %: 22.22%
Delta: -0.21
Theta: -0.02
Omega: -4.80
Rho: -0.20
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.92%
1 Month
  -4.35%
3 Months
  -20.00%
YTD
  -47.62%
1 Year
  -82.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.450 0.340
6M High / 6M Low: 1.080 0.240
High (YTD): 2024-01-18 0.960
Low (YTD): 2024-04-04 0.240
52W High: 2023-06-23 2.560
52W Low: 2024-04-04 0.240
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.568
Avg. volume 6M:   0.000
Avg. price 1Y:   1.160
Avg. volume 1Y:   0.000
Volatility 1M:   132.93%
Volatility 6M:   112.85%
Volatility 1Y:   89.51%
Volatility 3Y:   -