JP Morgan Put 135 EA 17.01.2025
/ DE000JL81XJ6
JP Morgan Put 135 EA 17.01.2025/ DE000JL81XJ6 /
16/08/2024 10:09:27 |
Chg.-0.030 |
Bid18:45:32 |
Ask18:45:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-8.57% |
0.300 Bid Size: 50,000 |
0.320 Ask Size: 50,000 |
Electronic Arts Inc |
135.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JL81XJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
13/07/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.15 |
Parity: |
-1.10 |
Time value: |
0.40 |
Break-even: |
119.04 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.07 |
Spread %: |
21.21% |
Delta: |
-0.26 |
Theta: |
-0.02 |
Omega: |
-8.56 |
Rho: |
-0.16 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.350 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-23.81% |
3 Months |
|
|
-69.52% |
YTD |
|
|
-70.37% |
1 Year |
|
|
-83.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.350 |
1M High / 1M Low: |
0.540 |
0.290 |
6M High / 6M Low: |
1.360 |
0.290 |
High (YTD): |
19/04/2024 |
1.360 |
Low (YTD): |
01/08/2024 |
0.290 |
52W High: |
27/09/2023 |
2.070 |
52W Low: |
01/08/2024 |
0.290 |
Avg. price 1W: |
|
0.384 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.420 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.804 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.107 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
234.10% |
Volatility 6M: |
|
135.09% |
Volatility 1Y: |
|
105.83% |
Volatility 3Y: |
|
- |