JP Morgan Put 205 WM 20.06.2025
/ DE000JK84A55
JP Morgan Put 205 WM 20.06.2025/ DE000JK84A55 /
18/10/2024 08:41:11 |
Chg.-0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-3.30% |
- Bid Size: - |
- Ask Size: - |
Waste Management |
205.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
JK84A5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
205.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
07/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-0.71 |
Time value: |
0.94 |
Break-even: |
179.24 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.14 |
Spread %: |
17.24% |
Delta: |
-0.34 |
Theta: |
-0.02 |
Omega: |
-7.16 |
Rho: |
-0.51 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.28% |
1 Month |
|
|
-23.48% |
3 Months |
|
|
+18.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.870 |
1M High / 1M Low: |
1.180 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |