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JP Morgan Put 15 BE 17.01.2025/  DE000JL1MJ31  /

EUWAX
2024-06-11  9:29:43 AM Chg.-0.010 Bid12:25:58 PM Ask12:25:58 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.310
Bid Size: 7,500		 0.410
Ask Size: 7,500		 Bloom Energy Corpora... 15.00 - 2025-01-17 Put
 

Master data

WKN: JL1MJ3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.43
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.09
Implied volatility: 0.87
Historic volatility: 0.60
Parity: 0.09
Time value: 0.32
Break-even: 10.90
Moneyness: 1.07
Premium: 0.22
Premium p.a.: 0.40
Spread abs.: 0.10
Spread %: 32.26%
Delta: -0.39
Theta: -0.01
Omega: -1.35
Rho: -0.06
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month
  -31.11%
3 Months
  -46.55%
YTD
  -22.50%
1 Year
  -35.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.300
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: 0.660 0.280
High (YTD): 2024-02-27 0.660
Low (YTD): 2024-06-03 0.280
52W High: 2024-02-27 0.660
52W Low: 2024-06-03 0.280
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   117.67%
Volatility 6M:   82.70%
Volatility 1Y:   71.24%
Volatility 3Y:   -