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JP Morgan Put 238 SIE 21.03.2025/  DE000JF61FA6  /

EUWAX
2025-03-14  10:57:39 AM Chg.-0.40 Bid7:48:18 PM Ask7:48:18 PM Underlying Strike price Expiration date Option type
0.91EUR -30.53% 0.81
Bid Size: 7,500		 0.86
Ask Size: 7,500		 SIEMENS AG NA O.N. 238.00 EUR 2025-03-21 Put
 

Master data

WKN: JF61FA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 238.00 EUR
Maturity: 2025-03-21
Issue date: 2025-03-10
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.07
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.15
Implied volatility: 0.73
Historic volatility: 0.28
Parity: 1.15
Time value: 0.46
Break-even: 221.90
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 1.85
Spread abs.: 0.08
Spread %: 5.23%
Delta: -0.67
Theta: -0.58
Omega: -9.41
Rho: -0.03
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
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3 Years     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -