JP Morgan Put 110 TJX 17.04.2025
/ DE000JT78AE4
JP Morgan Put 110 TJX 17.04.2025/ DE000JT78AE4 /
2024-10-18 8:46:59 AM |
Chg.+0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+2.86% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
110.00 USD |
2025-04-17 |
Put |
Master data
WKN: |
JT78AE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
2025-04-17 |
Issue date: |
2024-08-20 |
Last trading day: |
2025-04-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-29.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.16 |
Parity: |
-0.71 |
Time value: |
0.37 |
Break-even: |
97.52 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-8.37 |
Rho: |
-0.17 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.53% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.350 |
1M High / 1M Low: |
0.510 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |