JP Morgan Put 140 FANG 16.01.2026
/ DE000JT2R1Q8
JP Morgan Put 140 FANG 16.01.2026/ DE000JT2R1Q8 /
| 2024-07-25 9:55:02 AM |
Chg.+0.02 |
Bid10:39:13 AM |
Ask10:39:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+1.56% |
1.31
Bid Size: 2,000 |
1.61
Ask Size: 2,000 |
Diamondback Energy I... |
140.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JT2R1Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-06-12 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
-5.43 |
| Time value: |
1.46 |
| Break-even: |
114.60 |
| Moneyness: |
0.70 |
| Premium: |
0.38 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.28 |
| Spread %: |
23.44% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-2.13 |
| Rho: |
-0.68 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.64% |
| 1 Month |
|
|
+0.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.06 |
| 1M High / 1M Low: |
1.30 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
