JP Morgan Put 125 PM 17.01.2025
/ DE000JV09QQ5
JP Morgan Put 125 PM 17.01.2025/ DE000JV09QQ5 /
| 14/11/2024 11:48:09 |
Chg.-0.030 |
Bid16:58:39 |
Ask16:58:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
0.370
Bid Size: 75,000 |
0.380
Ask Size: 75,000 |
Philip Morris Intern... |
125.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JV09QQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/09/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.02 |
| Time value: |
0.37 |
| Break-even: |
114.62 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-14.42 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-45.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.350 |
| 1M High / 1M Low: |
0.770 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
