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JP Morgan Put 120 CLX 17.01.2025/  DE000JL1GPM3  /

EUWAX
2024-05-31  4:14:51 PM Chg.-0.070 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.730EUR -8.75% -
Bid Size: -		 -
Ask Size: -		 Clorox Co 120.00 - 2025-01-17 Put
 

Master data

WKN: JL1GPM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Clorox Co
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.96
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -0.13
Time value: 0.76
Break-even: 112.40
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 15.15%
Delta: -0.39
Theta: -0.01
Omega: -6.28
Rho: -0.35
 

Quote data

Open: 0.700
High: 0.730
Low: 0.700
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.96%
1 Month  
+28.07%
3 Months  
+58.70%
YTD
  -15.12%
1 Year
  -10.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.660
1M High / 1M Low: 0.800 0.440
6M High / 6M Low: 0.960 0.420
High (YTD): 2024-01-08 0.910
Low (YTD): 2024-03-14 0.420
52W High: 2023-11-01 1.850
52W Low: 2024-03-14 0.420
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   0.640
Avg. volume 6M:   0.000
Avg. price 1Y:   0.814
Avg. volume 1Y:   0.000
Volatility 1M:   108.67%
Volatility 6M:   100.19%
Volatility 1Y:   93.52%
Volatility 3Y:   -