JP Morgan Put 10 FR 20.06.2025
/ DE000JK56CC9
JP Morgan Put 10 FR 20.06.2025/ DE000JK56CC9 /
2024-09-11 9:28:23 AM |
Chg.+0.010 |
Bid3:07:40 PM |
Ask3:07:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
0.210 Bid Size: 750,000 |
0.220 Ask Size: 750,000 |
Valeo SA |
10.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
JK56CC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Valeo SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.58 |
Historic volatility: |
0.41 |
Parity: |
0.13 |
Time value: |
0.11 |
Break-even: |
7.60 |
Moneyness: |
1.15 |
Premium: |
0.13 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
20.00% |
Delta: |
-0.49 |
Theta: |
0.00 |
Omega: |
-1.76 |
Rho: |
-0.05 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
+53.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.170 |
1M High / 1M Low: |
0.190 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |