JP Morgan Put 240 ECL 20.06.2025
/ DE000JT06880
JP Morgan Put 240 ECL 20.06.2025/ DE000JT06880 /
| 2024-07-31 3:58:49 PM |
Chg.+0.64 |
Bid8:37:38 PM |
Ask8:37:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+36.99% |
2.29
Bid Size: 20,000 |
2.38
Ask Size: 20,000 |
Ecolab Inc |
240.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JT0688 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
1.03 |
| Time value: |
1.72 |
| Break-even: |
194.40 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
12.24% |
| Delta: |
-0.46 |
| Theta: |
-0.03 |
| Omega: |
-3.54 |
| Rho: |
-1.11 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.67% |
| 1 Month |
|
|
+16.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.73 |
| 1M High / 1M Low: |
2.26 |
1.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
