JP Morgan Put 210 ADI 21.03.2025
/ DE000JT4ZJ28
JP Morgan Put 210 ADI 21.03.2025/ DE000JT4ZJ28 /
| 2024-12-23 12:08:04 PM |
Chg.-0.41 |
Bid12:56:37 PM |
Ask12:56:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-24.40% |
1.28
Bid Size: 10,000 |
1.30
Ask Size: 10,000 |
Analog Devices Inc |
210.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT4ZJ2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-0.17 |
| Time value: |
1.33 |
| Break-even: |
187.98 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
-0.43 |
| Theta: |
-0.08 |
| Omega: |
-6.57 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.43% |
| 1 Month |
|
|
-18.59% |
| 3 Months |
|
|
-2.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.15 |
| 1M High / 1M Low: |
1.68 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
