JP Morgan Put 150 PEP 21.02.2025
/ DE000JV8D6K6
JP Morgan Put 150 PEP 21.02.2025/ DE000JV8D6K6 /
| 2024-12-20 4:15:35 PM |
Chg.- |
Bid8:05:26 AM |
Ask8:05:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.320
Bid Size: 15,000 |
0.340
Ask Size: 15,000 |
PepsiCo Inc |
150.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JV8D6K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-12-06 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.27 |
| Time value: |
0.35 |
| Break-even: |
140.38 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-16.00 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.79% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.190 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
