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JP Morgan Put 105 R66 17.01.2025/  DE000JL2CUM0  /

EUWAX
2024-05-31  10:53:19 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.450EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: -23.23
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -2.28
Time value: 0.55
Break-even: 99.50
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.10
Spread %: 22.22%
Delta: -0.20
Theta: -0.02
Omega: -4.66
Rho: -0.20
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+18.42%
3 Months
  -21.05%
YTD
  -46.43%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.520 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: 2023-05-31 2.700
52W Low: 2024-04-04 0.240
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   1.185
Avg. volume 1Y:   0.000
Volatility 1M:   174.26%
Volatility 6M:   110.23%
Volatility 1Y:   87.91%
Volatility 3Y:   -