JP Morgan Put 15 GAP 21.03.2025
/ DE000JT7ZQR9
JP Morgan Put 15 GAP 21.03.2025/ DE000JT7ZQR9 /
| 14/11/2024 09:39:40 |
Chg.-0.009 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-10.71% |
-
Bid Size: - |
-
Ask Size: - |
Gap Inc |
15.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JT7ZQR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
14/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.55 |
| Parity: |
-0.69 |
| Time value: |
0.17 |
| Break-even: |
12.49 |
| Moneyness: |
0.67 |
| Premium: |
0.41 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.10 |
| Spread %: |
130.77% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-2.10 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-22.68% |
| 3 Months |
|
|
-46.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.080 |
| 1M High / 1M Low: |
0.110 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
