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JP Morgan Put 36 HAR 17.01.2025/  DE000JL0Z1B9  /

EUWAX
2024-06-03  9:45:43 AM Chg.- Bid8:05:09 AM Ask8:05:09 AM Underlying Strike price Expiration date Option type
0.360EUR - 0.330
Bid Size: 3,000		 0.630
Ask Size: 3,000		 HARLEY-DAVID.INC. DL... 36.00 - 2025-01-17 Put
 

Master data

WKN: JL0Z1B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HARLEY-DAVID.INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.01
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.29
Implied volatility: 0.51
Historic volatility: 0.33
Parity: 0.29
Time value: 0.37
Break-even: 29.40
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.30
Spread %: 83.33%
Delta: -0.48
Theta: -0.01
Omega: -2.40
Rho: -0.14
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -12.20%
3 Months
  -16.28%
YTD
  -23.40%
1 Year
  -55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.450 0.350
6M High / 6M Low: 0.740 0.210
High (YTD): 2024-01-25 0.620
Low (YTD): 2024-03-22 0.210
52W High: 2023-10-30 1.060
52W Low: 2024-03-22 0.210
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   0.588
Avg. volume 1Y:   0.000
Volatility 1M:   112.07%
Volatility 6M:   129.62%
Volatility 1Y:   101.69%
Volatility 3Y:   -