JP Morgan Put 135 EA 17.01.2025
/ DE000JL81XJ6
JP Morgan Put 135 EA 17.01.2025/ DE000JL81XJ6 /
7/12/2024 10:03:51 AM |
Chg.0.000 |
Bid4:51:51 PM |
Ask4:51:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
0.00% |
0.400 Bid Size: 50,000 |
0.420 Ask Size: 50,000 |
Electronic Arts Inc |
135.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
7/13/2023 |
Last trading day: |
1/16/2025 |
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): |
4/19/2024 |
1.360 |
Low (YTD): |
7/11/2024 |
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: |
|
- |