JP Morgan Put 21 GAP 20.06.2025
/ DE000JT5F9M1
JP Morgan Put 21 GAP 20.06.2025/ DE000JT5F9M1 /
| 11/14/2024 8:36:15 AM |
Chg.-0.010 |
Bid7:29:40 PM |
Ask7:29:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.370
Bid Size: 75,000 |
0.450
Ask Size: 75,000 |
Gap Inc |
21.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JT5F9M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
21.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.55 |
| Parity: |
-0.13 |
| Time value: |
0.48 |
| Break-even: |
15.05 |
| Moneyness: |
0.94 |
| Premium: |
0.29 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.14 |
| Spread %: |
41.67% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-1.40 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-12.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.360 |
| 1M High / 1M Low: |
0.410 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
