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JP Morgan Put 80 E3X1 17.01.2025/  DE000JL1J295  /

EUWAX
2024-06-07  12:51:52 PM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 EXPEDIA GRP INC. DL-... 80.00 - 2025-01-17 Put
 

Master data

WKN: JL1J29
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.25
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.40
Parity: -3.39
Time value: 0.21
Break-even: 77.90
Moneyness: 0.70
Premium: 0.32
Premium p.a.: 0.57
Spread abs.: 0.10
Spread %: 90.91%
Delta: -0.10
Theta: -0.01
Omega: -5.40
Rho: -0.08
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -35.00%
3 Months
  -31.58%
YTD
  -45.83%
1 Year
  -84.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.310 0.130
High (YTD): 2024-02-09 0.310
Low (YTD): 2024-06-07 0.130
52W High: 2023-10-27 0.980
52W Low: 2024-06-07 0.130
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   125.63%
Volatility 6M:   118.98%
Volatility 1Y:   119.61%
Volatility 3Y:   -