JP Morgan Put 24 GAP 20.06.2025
/ DE000JT32167
JP Morgan Put 24 GAP 20.06.2025/ DE000JT32167 /
| 14/11/2024 08:25:25 |
Chg.-0.020 |
Bid20:03:21 |
Ask20:03:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-3.70% |
0.520
Bid Size: 75,000 |
0.610
Ask Size: 75,000 |
Gap Inc |
24.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JT3216 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gap Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.55 |
| Parity: |
0.16 |
| Time value: |
0.51 |
| Break-even: |
16.01 |
| Moneyness: |
1.07 |
| Premium: |
0.24 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
28.85% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-1.22 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.45% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.520 |
| 1M High / 1M Low: |
0.580 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
