JP Morgan Put 22.5 FL 16.05.2025
/ DE000JV0JMM4
JP Morgan Put 22.5 FL 16.05.2025/ DE000JV0JMM4 /
| 11/15/2024 8:16:55 AM |
Chg.+0.030 |
Bid8:33:19 AM |
Ask8:33:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
0.310
Bid Size: 20,000 |
0.320
Ask Size: 20,000 |
Foot Locker Inc |
22.50 USD |
5/16/2025 |
Put |
Master data
| WKN: |
JV0JMM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.50 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
9/23/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.58 |
| Parity: |
-0.12 |
| Time value: |
0.29 |
| Break-even: |
18.42 |
| Moneyness: |
0.95 |
| Premium: |
0.18 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-2.71 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.23% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.330 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
