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JP Morgan Put 120 TTWO 17.01.2025/  DE000JL1JL16  /

EUWAX
2024-05-31  10:34:43 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 TakeTwo Interactive ... 120.00 - 2025-01-17 Put
 

Master data

WKN: JL1JL1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TakeTwo Interactive Software Inc
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-03-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.79
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -2.78
Time value: 0.28
Break-even: 117.20
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.35
Spread abs.: 0.10
Spread %: 55.56%
Delta: -0.14
Theta: -0.01
Omega: -7.33
Rho: -0.15
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -66.04%
3 Months
  -67.86%
YTD
  -64.00%
1 Year
  -86.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.530 0.180
6M High / 6M Low: 0.650 0.180
High (YTD): 2024-04-19 0.640
Low (YTD): 2024-05-31 0.180
52W High: 2023-06-07 1.390
52W Low: 2024-05-31 0.180
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.486
Avg. volume 6M:   0.000
Avg. price 1Y:   0.767
Avg. volume 1Y:   0.000
Volatility 1M:   123.86%
Volatility 6M:   117.33%
Volatility 1Y:   97.15%
Volatility 3Y:   -