JP Morgan Put 140 MRK 17.01.2025
/ DE000JV3LRX0
JP Morgan Put 140 MRK 17.01.2025/ DE000JV3LRX0 /
| 2025-01-15 10:28:23 AM |
Chg.+0.027 |
Bid3:14:10 PM |
Ask3:14:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
+48.21% |
0.057
Bid Size: 20,000 |
0.072
Ask Size: 20,000 |
MERCK KGAA O.N. |
140.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
JV3LRX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-74.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
-0.09 |
| Time value: |
0.19 |
| Break-even: |
138.10 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
33.08 |
| Spread abs.: |
0.07 |
| Spread %: |
58.33% |
| Delta: |
-0.43 |
| Theta: |
-0.57 |
| Omega: |
-32.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.31% |
| 1 Month |
|
|
-68.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
-70.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.056 |
| 1M High / 1M Low: |
0.450 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-02 |
0.290 |
| Low (YTD): |
2025-01-07 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
16,000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
10,882.353 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
449.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
