JP Morgan Put 125 BA 21.02.2025
/ DE000JT2X8Y9
JP Morgan Put 125 BA 21.02.2025/ DE000JT2X8Y9 /
11/09/2024 13:57:51 |
Chg.+0.040 |
Bid18:29:58 |
Ask18:29:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+13.33% |
0.360 Bid Size: 75,000 |
0.380 Ask Size: 75,000 |
Boeing Co |
125.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JT2X8Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Boeing Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
27/06/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-39.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.29 |
Parity: |
-3.18 |
Time value: |
0.37 |
Break-even: |
109.73 |
Moneyness: |
0.78 |
Premium: |
0.24 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.03 |
Spread %: |
8.82% |
Delta: |
-0.15 |
Theta: |
-0.03 |
Omega: |
-5.79 |
Rho: |
-0.11 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.290 |
1M High / 1M Low: |
0.340 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
303.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |