JP Morgan Put 160 ADI 21.03.2025
/ DE000JT7ZFH3
JP Morgan Put 160 ADI 21.03.2025/ DE000JT7ZFH3 /
| 2024-12-23 8:34:13 AM |
Chg.-0.070 |
Bid12:31:13 PM |
Ask12:31:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-33.33% |
0.150
Bid Size: 7,500 |
0.180
Ask Size: 7,500 |
Analog Devices Inc |
160.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT7ZFH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-106.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
-4.96 |
| Time value: |
0.19 |
| Break-even: |
151.45 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.08 |
| Theta: |
-0.04 |
| Omega: |
-8.85 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-44.00% |
| 3 Months |
|
|
-51.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
0.220 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
