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JP Morgan Put 190 ALD 17.01.2025/  DE000JL1A5T0  /

EUWAX
2024-05-16  8:53:26 AM Chg.-0.040 Bid11:04:09 AM Ask11:04:09 AM Underlying Strike price Expiration date Option type
0.550EUR -6.78% 0.550
Bid Size: 2,000		 0.650
Ask Size: 2,000		 HONEYWELL INTL ... 190.00 - 2025-01-17 Put
 

Master data

WKN: JL1A5T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Put
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.90
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.17
Implied volatility: 0.14
Historic volatility: 0.15
Parity: 0.17
Time value: 0.53
Break-even: 183.00
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.15
Spread %: 27.27%
Delta: -0.42
Theta: -0.01
Omega: -11.25
Rho: -0.58
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.49%
1 Month
  -47.12%
3 Months
  -49.54%
YTD
  -42.71%
1 Year
  -73.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.590
1M High / 1M Low: 1.140 0.590
6M High / 6M Low: 1.530 0.590
High (YTD): 2024-02-06 1.300
Low (YTD): 2024-05-15 0.590
52W High: 2023-10-26 2.360
52W Low: 2024-05-15 0.590
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   1.045
Avg. volume 6M:   0.000
Avg. price 1Y:   1.408
Avg. volume 1Y:   4.688
Volatility 1M:   93.13%
Volatility 6M:   89.03%
Volatility 1Y:   83.88%
Volatility 3Y:   -