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JP Morgan Put 36 HAR 17.01.2025/  DE000JL0Z1B9  /

EUWAX
2024-06-10  9:54:09 AM Chg.0.000 Bid1:12:25 PM Ask1:12:25 PM Underlying Strike price Expiration date Option type
0.420EUR 0.00% 0.420
Bid Size: 3,000		 0.720
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: -4.43
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.41
Implied volatility: 0.52
Historic volatility: 0.33
Parity: 0.41
Time value: 0.31
Break-even: 28.80
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.30
Spread %: 71.43%
Delta: -0.52
Theta: -0.01
Omega: -2.29
Rho: -0.14
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -4.55%
3 Months  
+27.27%
YTD
  -10.64%
1 Year
  -44.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 0.450 0.330
6M High / 6M Low: 0.670 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:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   132.48%
Volatility 6M:   133.35%
Volatility 1Y:   103.37%
Volatility 3Y:   -