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JP Morgan Put 110 CLX 17.01.2025/  DE000JL1GPL5  /

EUWAX
2024-05-31  4:14:51 PM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.440EUR -10.20% -
Bid Size: -		 -
Ask Size: -		 Clorox Co 110.00 - 2025-01-17 Put
 

Master data

WKN: JL1GPL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.25
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -1.13
Time value: 0.50
Break-even: 105.00
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.10
Spread %: 25.00%
Delta: -0.26
Theta: -0.02
Omega: -6.33
Rho: -0.23
 

Quote data

Open: 0.420
High: 0.440
Low: 0.420
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+25.71%
3 Months  
+46.67%
YTD
  -26.67%
1 Year
  -27.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: 0.680 0.260
High (YTD): 2024-01-08 0.640
Low (YTD): 2024-05-13 0.260
52W High: 2023-11-01 1.400
52W Low: 2024-05-13 0.260
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.348
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   0.000
Volatility 1M:   128.93%
Volatility 6M:   101.92%
Volatility 1Y:   96.52%
Volatility 3Y:   -