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JP Morgan Put 38 HAR 17.01.2025/  DE000JL0Z1C7  /

EUWAX
2024-05-28  9:21:11 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.490EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 HARLEY-DAVID.INC. DL... 38.00 - 2025-01-17 Put
 

Master data

WKN: JL0Z1C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HARLEY-DAVID.INC. DL -,01
Type: Warrant
Option type: Put
Strike price: 38.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.16
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.56
Implied volatility: 0.47
Historic volatility: 0.33
Parity: 0.56
Time value: 0.22
Break-even: 30.20
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.30
Spread %: 62.50%
Delta: -0.57
Theta: -0.01
Omega: -2.37
Rho: -0.17
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -10.91%
3 Months
  -9.26%
YTD
  -12.50%
1 Year
  -45.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
1M High / 1M Low: 0.570 0.450
6M High / 6M Low: 0.890 0.270
High (YTD): 2024-01-25 0.730
Low (YTD): 2024-03-28 0.270
52W High: 2023-10-30 1.220
52W Low: 2024-03-28 0.270
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.699
Avg. volume 1Y:   0.000
Volatility 1M:   88.15%
Volatility 6M:   125.10%
Volatility 1Y:   97.77%
Volatility 3Y:   -