JP Morgan Put 155 BX 16.05.2025
/ DE000JV1NNJ8
JP Morgan Put 155 BX 16.05.2025/ DE000JV1NNJ8 /
| 27/09/2024 19:53:32 |
Chg.-0.06 |
Bid21:06:14 |
Ask21:06:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-4.20% |
1.35
Bid Size: 75,000 |
1.37
Ask Size: 75,000 |
Blackstone Inc |
155.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
JV1NNJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
24/09/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
1.30 |
| Break-even: |
124.28 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.13% |
| Delta: |
-0.43 |
| Theta: |
-0.03 |
| Omega: |
-4.08 |
| Rho: |
-0.46 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
