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JP Morgan Put 20 PHI1 20.12.2024/  DE000JL16928  /

EUWAX
2024-05-21  9:20:03 AM Chg.+0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.048EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 20.00 - 2024-12-20 Put
 

Master data

WKN: JL1692
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-04-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.93
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -0.54
Time value: 0.15
Break-even: 18.50
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.51
Spread abs.: 0.10
Spread %: 200.00%
Delta: -0.20
Theta: -0.01
Omega: -3.43
Rho: -0.04
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month
  -83.45%
3 Months
  -85.00%
YTD
  -78.18%
1 Year
  -87.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.044
1M High / 1M Low: 0.270 0.044
6M High / 6M Low: 0.350 0.044
High (YTD): 2024-02-29 0.320
Low (YTD): 2024-05-20 0.044
52W High: 2023-06-01 0.430
52W Low: 2024-05-20 0.044
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   371.06%
Volatility 6M:   173.98%
Volatility 1Y:   132.75%
Volatility 3Y:   -