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JP Morgan Put 35 DY6 17.01.2025/  DE000JL02597  /

EUWAX
2024-05-31  10:00:15 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: -		 DEVON ENERGY CORP. D... 35.00 - 2025-01-17 Put
 

Master data

WKN: JL0259
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -1.02
Time value: 0.09
Break-even: 34.08
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 76.92%
Delta: -0.13
Theta: -0.01
Omega: -6.28
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  
+12.28%
1 Month  
+18.52%
3 Months
  -69.52%
YTD
  -75.38%
1 Year
  -86.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.048
1M High / 1M Low: 0.070 0.047
6M High / 6M Low: 0.370 0.047
High (YTD): 2024-01-19 0.370
Low (YTD): 2024-05-21 0.047
52W High: 2023-06-01 0.490
52W Low: 2024-05-21 0.047
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   147.27%
Volatility 6M:   109.94%
Volatility 1Y:   98.18%
Volatility 3Y:   -