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JP Morgan Put 145 PRG 21.06.2024/  DE000JL1GKJ0  /

EUWAX
2024-05-03  10:37:51 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.016EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 145.00 - 2024-06-21 Put
 

Master data

WKN: JL1GKJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2023-03-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -127.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -0.77
Time value: 0.12
Break-even: 143.80
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 650.00%
Delta: -0.20
Theta: -0.03
Omega: -25.04
Rho: -0.04
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -75.38%
3 Months
  -86.67%
YTD
  -96.98%
1 Year
  -97.46%
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.017
1M High / 1M Low: 0.130 0.017
6M High / 6M Low: 0.630 0.017
High (YTD): 2024-01-05 0.480
Low (YTD): 2024-05-02 0.017
52W High: 2023-05-30 1.070
52W Low: 2024-05-02 0.017
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   365.34%
Volatility 6M:   221.38%
Volatility 1Y:   174.91%
Volatility 3Y:   -