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JP Morgan Put 30 AR 17.01.2025/  DE000JL9KEJ8  /

EUWAX
2024-06-04  11:34:48 AM Chg.+0.020 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 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: -10.73
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.35
Parity: -0.47
Time value: 0.30
Break-even: 24.50
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 11.11%
Delta: -0.27
Theta: -0.01
Omega: -2.85
Rho: -0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -22.22%
3 Months
  -57.58%
YTD
  -67.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.350 0.260
6M High / 6M Low: 0.990 0.260
High (YTD): 2024-02-14 0.970
Low (YTD): 2024-06-03 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.669
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.90%
Volatility 6M:   67.42%
Volatility 1Y:   -
Volatility 3Y:   -