JP Morgan Put 130 iShares Nasdaq Biotechnology ETF 21.03.2025
/ DE000JT4KJM4
JP Morgan Put 130 iShares Nasdaq .../ DE000JT4KJM4 /
11/09/2024 11:57:03 |
Chg.-0.010 |
Bid21:55:05 |
Ask21:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-3.13% |
0.300 Bid Size: 3,000 |
0.380 Ask Size: 3,000 |
- |
130.00 - |
21/03/2025 |
Put |
Master data
WKN: |
JT4KJM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
21/03/2025 |
Issue date: |
22/07/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.16 |
Parity: |
-0.15 |
Time value: |
0.39 |
Break-even: |
126.10 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.08 |
Spread %: |
25.81% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-12.52 |
Rho: |
-0.28 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
-27.91% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.310 |
1M High / 1M Low: |
0.430 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.302 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |