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JP Morgan Put 170 ALD 17.01.2025/  DE000JL1A5H5  /

EUWAX
2024-06-04  8:58:30 AM Chg.+0.010 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.220EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 HONEYWELL INTL ... 170.00 - 2025-01-17 Put
 

Master data

WKN: JL1A5H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -51.56
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -1.56
Time value: 0.36
Break-even: 166.40
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 71.43%
Delta: -0.21
Theta: -0.01
Omega: -10.81
Rho: -0.26
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.59%
3 Months
  -47.62%
YTD
  -59.26%
1 Year
  -81.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.370 0.190
6M High / 6M Low: 0.760 0.190
High (YTD): 2024-01-17 0.720
Low (YTD): 2024-05-20 0.190
52W High: 2023-10-26 1.490
52W Low: 2024-05-20 0.190
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   0.775
Avg. volume 1Y:   0.000
Volatility 1M:   158.89%
Volatility 6M:   112.65%
Volatility 1Y:   98.52%
Volatility 3Y:   -