JP Morgan Put 135 EA 17.01.2025
/ DE000JL81XJ6
JP Morgan Put 135 EA 17.01.2025/ DE000JL81XJ6 /
| 12/07/2024 10:03:51 |
Chg.0.000 |
Bid18:22:10 |
Ask18:22:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.430
Bid Size: 50,000 |
0.450
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: |
-27.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-0.95 |
| Time value: |
0.49 |
| Break-even: |
119.28 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
23.26% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-7.69 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.81% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-61.74% |
| YTD |
|
|
-59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.710 |
0.440 |
| 6M High / 6M Low: |
1.360 |
0.440 |
| High (YTD): |
19/04/2024 |
1.360 |
| Low (YTD): |
11/07/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.08% |
| Volatility 6M: |
|
102.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
