JP Morgan Put 210 BIIB 17.04.2025
/ DE000JT8QLZ0
JP Morgan Put 210 BIIB 17.04.2025/ DE000JT8QLZ0 /
| 9/3/2024 11:18:53 AM |
Chg.+0.03 |
Bid1:17:19 PM |
Ask1:17:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+1.45% |
2.09
Bid Size: 2,000 |
2.29
Ask Size: 2,000 |
Biogen Inc |
210.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT8QLZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.47 |
| Time value: |
1.54 |
| Break-even: |
169.60 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.18 |
| Spread %: |
9.85% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-4.14 |
| Rho: |
-0.64 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
2.05 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| 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: |
|
- |
