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JP Morgan Put 120 A 21.06.2024/  DE000JL97035  /

EUWAX
2024-06-06  8:32:49 AM Chg.-0.014 Bid6:22:24 PM Ask6:22:24 PM Underlying Strike price Expiration date Option type
0.013EUR -51.85% 0.011
Bid Size: 20,000		 0.041
Ask Size: 20,000		 Agilent Technologies 120.00 USD 2024-06-21 Put
 

Master data

WKN: JL9703
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -121.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.25
Parity: -1.25
Time value: 0.10
Break-even: 109.34
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 11.61
Spread abs.: 0.09
Spread %: 746.15%
Delta: -0.14
Theta: -0.10
Omega: -17.37
Rho: -0.01
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.89%
1 Month
  -81.94%
3 Months
  -90.00%
YTD
  -95.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.027
1M High / 1M Low: 0.072 0.006
6M High / 6M Low: 0.590 0.006
High (YTD): 2024-01-17 0.570
Low (YTD): 2024-05-20 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   834.21%
Volatility 6M:   393.62%
Volatility 1Y:   -
Volatility 3Y:   -