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JP Morgan Put 30 CTP2 17.01.2025/  DE000JL1GQ22  /

EUWAX
2024-05-31  10:01:38 AM Chg.-0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.064EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 COMCAST CORP. A D... 30.00 - 2025-01-17 Put
 

Master data

WKN: JL1GQ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COMCAST CORP. A DL-,01
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -0.59
Time value: 0.07
Break-even: 29.28
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 16.13%
Delta: -0.15
Theta: 0.00
Omega: -7.70
Rho: -0.04
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -14.67%
3 Months
  -14.67%
YTD
  -27.27%
1 Year
  -69.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.060
1M High / 1M Low: 0.076 0.054
6M High / 6M Low: 0.120 0.054
High (YTD): 2024-02-09 0.100
Low (YTD): 2024-05-15 0.054
52W High: 2023-06-01 0.210
52W Low: 2024-05-15 0.054
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   82.83%
Volatility 6M:   112.40%
Volatility 1Y:   105.42%
Volatility 3Y:   -