JP Morgan Put 145 USD/JPY 19.09.2025
/ DE000JK5RJJ1
JP Morgan Put 145 USD/JPY 19.09.2.../ DE000JK5RJJ1 /
11/10/2024 21:13:41 |
Chg.- |
Bid10:38:55 |
Ask10:38:55 |
Underlying |
Strike price |
Expiration date |
Option type |
4.05EUR |
- |
3.95 Bid Size: 50,000 |
3.97 Ask Size: 50,000 |
- |
145.00 JPY |
19/09/2025 |
Put |
Master data
WKN: |
JK5RJJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 JPY |
Maturity: |
19/09/2025 |
Issue date: |
22/03/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-594,133.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,292,068.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.02 |
Historic volatility: |
16.26 |
Parity: |
-67,378.39 |
Time value: |
4.09 |
Break-even: |
23,626.25 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
1.24% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
-221.92 |
Rho: |
-0.08 |
Quote data
Open: |
4.17 |
High: |
4.17 |
Low: |
4.05 |
Previous Close: |
4.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.40% |
1 Month |
|
|
-46.29% |
3 Months |
|
|
+70.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.47 |
4.03 |
1M High / 1M Low: |
7.53 |
4.03 |
6M High / 6M Low: |
7.54 |
1.88 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.25 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.52% |
Volatility 6M: |
|
133.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |