JP Morgan Put 135 A 17.01.2025
/ DE000JB97390
JP Morgan Put 135 A 17.01.2025/ DE000JB97390 /
| 2024-11-12 10:28:35 AM |
Chg.- |
Bid9:02:32 AM |
Ask9:02:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
- |
0.730
Bid Size: 3,000 |
0.770
Ask Size: 3,000 |
Agilent Technologies |
135.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB9739 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.11 |
| Time value: |
0.64 |
| Break-even: |
119.10 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
5.63% |
| Delta: |
-0.48 |
| Theta: |
-0.05 |
| Omega: |
-8.01 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.17% |
| 1 Month |
|
|
+65.12% |
| 3 Months |
|
|
-25.26% |
| YTD |
|
|
-42.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.410 |
| 1M High / 1M Low: |
0.850 |
0.380 |
| 6M High / 6M Low: |
1.320 |
0.350 |
| High (YTD): |
2024-01-17 |
1.660 |
| Low (YTD): |
2024-10-01 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.760 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.71% |
| Volatility 6M: |
|
185.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
