JP Morgan Put 120 HEI 17.01.2025
/ DE000JV4YTM0
JP Morgan Put 120 HEI 17.01.2025/ DE000JV4YTM0 /
| 2024-12-20 10:53:30 AM |
Chg.+0.150 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+62.50% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
120.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
JV4YTM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.08 |
| Time value: |
0.35 |
| Break-even: |
115.70 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.09 |
| Spread %: |
26.47% |
| Delta: |
-0.51 |
| Theta: |
-0.07 |
| Omega: |
-14.00 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+200.00% |
| 1 Month |
|
|
-30.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.160 |
| 1M High / 1M Low: |
0.560 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
