JP Morgan Put 17 GAP 21.03.2025
/ DE000JT4WJW8
JP Morgan Put 17 GAP 21.03.2025/ DE000JT4WJW8 /
09/10/2024 12:30:00 |
Chg.- |
Bid09:00:25 |
Ask09:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
- |
0.170 Bid Size: 5,000 |
0.270 Ask Size: 5,000 |
Gap Inc |
17.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
JT4WJW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Gap Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
22/07/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.90 |
Historic volatility: |
0.54 |
Parity: |
-0.34 |
Time value: |
0.25 |
Break-even: |
13.07 |
Moneyness: |
0.82 |
Premium: |
0.31 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.09 |
Spread %: |
58.82% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-1.97 |
Rho: |
-0.03 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-21.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.170 |
1M High / 1M Low: |
0.230 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |