JP Morgan Put 26 BTU 17.01.2025
/ DE000JT0UZE4
JP Morgan Put 26 BTU 17.01.2025/ DE000JT0UZE4 /
| 2024-09-09 10:23:28 AM |
Chg.+0.060 |
Bid2024-09-09 |
Ask2024-09-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+13.33% |
0.510
Bid Size: 5,000 |
0.610
Ask Size: 5,000 |
Peabody Energy Corpo... |
26.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT0UZE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.30 |
| Parity: |
0.45 |
| Time value: |
0.13 |
| Break-even: |
17.65 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
20.83% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-2.05 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.21% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.490 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.415 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
