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JP Morgan Put 16 BE 17.01.2025/  DE000JL1MJ23  /

EUWAX
2024-06-04  9:21:53 AM Chg.+0.020 Bid9:28:25 PM Ask9:28:25 PM Underlying Strike price Expiration date Option type
0.350EUR +6.06% 0.370
Bid Size: 75,000		 0.430
Ask Size: 75,000		 Bloom Energy Corpora... 16.00 - 2025-01-17 Put
 

Master data

WKN: JL1MJ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2025-01-17
Issue date: 2023-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.21
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.16
Implied volatility: 0.83
Historic volatility: 0.60
Parity: 0.16
Time value: 0.29
Break-even: 11.50
Moneyness: 1.11
Premium: 0.20
Premium p.a.: 0.35
Spread abs.: 0.10
Spread %: 28.57%
Delta: -0.42
Theta: -0.01
Omega: -1.34
Rho: -0.07
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.66%
3 Months
  -50.70%
YTD
  -22.22%
1 Year
  -38.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.570 0.330
6M High / 6M Low: 0.740 0.330
High (YTD): 2024-02-26 0.740
Low (YTD): 2024-06-03 0.330
52W High: 2024-02-26 0.740
52W Low: 2024-06-03 0.330
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.449
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   0.544
Avg. volume 1Y:   0.000
Volatility 1M:   105.73%
Volatility 6M:   78.25%
Volatility 1Y:   67.21%
Volatility 3Y:   -