JP Morgan Put 20 BTU 20.06.2025
/ DE000JT2DVC9
JP Morgan Put 20 BTU 20.06.2025/ DE000JT2DVC9 /
16/08/2024 10:31:31 |
Chg.-0.010 |
Bid14:12:04 |
Ask14:12:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-3.70% |
0.260 Bid Size: 5,000 |
0.560 Ask Size: 5,000 |
Peabody Energy Corpo... |
20.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
JT2DVC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Peabody Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
27/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.01 |
Historic volatility: |
0.29 |
Parity: |
-0.18 |
Time value: |
0.56 |
Break-even: |
12.63 |
Moneyness: |
0.91 |
Premium: |
0.37 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.30 |
Spread %: |
115.38% |
Delta: |
-0.28 |
Theta: |
-0.01 |
Omega: |
-0.98 |
Rho: |
-0.09 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.70% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.240 |
1M High / 1M Low: |
0.310 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.266 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |