JP Morgan Put 200 FANG 19.09.2025
/ DE000JV3P4A3
JP Morgan Put 200 FANG 19.09.2025/ DE000JV3P4A3 /
| 2024-11-06 9:57:42 AM |
Chg.- |
Bid9:08:32 AM |
Ask9:08:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
- |
3.55
Bid Size: 2,000 |
3.70
Ask Size: 2,000 |
Diamondback Energy I... |
200.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
JV3P4A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-09 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
2.23 |
| Time value: |
1.41 |
| Break-even: |
146.52 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.14 |
| Spread %: |
3.92% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-2.31 |
| Rho: |
-1.05 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.61% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.74 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.82 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
