JP Morgan Put 145 A 21.02.2025
/ DE000JT75UE8
JP Morgan Put 145 A 21.02.2025/ DE000JT75UE8 /
| 11/13/2024 12:38:52 PM |
Chg.+0.02 |
Bid5:04:14 PM |
Ask5:04:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+1.45% |
1.38
Bid Size: 50,000 |
1.40
Ask Size: 50,000 |
Agilent Technologies |
145.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT75UE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
1.07 |
| Time value: |
0.27 |
| Break-even: |
123.20 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
3.65% |
| Delta: |
-0.66 |
| Theta: |
-0.03 |
| Omega: |
-6.24 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.71% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
0.85 |
| 1M High / 1M Low: |
1.64 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
