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JP Morgan Put 30 AR 17.01.2025/  DE000JL9KEJ8  /

EUWAX
2024-05-29  11:20:04 AM Chg.-0.030 Bid12:36:37 PM Ask12:36:37 PM Underlying Strike price Expiration date Option type
0.290EUR -9.38% 0.290
Bid Size: 2,000		 0.310
Ask Size: 2,000		 Antero Resources Cor... 30.00 USD 2025-01-17 Put
 

Master data

WKN: JL9KEJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.19
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.36
Parity: -0.43
Time value: 0.29
Break-even: 24.79
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 10.71%
Delta: -0.27
Theta: -0.01
Omega: -3.03
Rho: -0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.14%
3 Months
  -59.15%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.290
1M High / 1M Low: 0.360 0.270
6M High / 6M Low: 0.990 0.270
High (YTD): 2024-02-14 0.970
Low (YTD): 2024-05-21 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.97%
Volatility 6M:   64.01%
Volatility 1Y:   -
Volatility 3Y:   -