JP Morgan Put 260 MKTX 21.02.2025
/ DE000JT87LE2
JP Morgan Put 260 MKTX 21.02.2025/ DE000JT87LE2 /
| 07/11/2024 09:38:23 |
Chg.0.000 |
Bid11:51:34 |
Ask11:51:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 3,000 |
0.220
Ask Size: 3,000 |
MarketAxess Holdings... |
260.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT87LE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
11/09/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.32 |
| Parity: |
-0.14 |
| Time value: |
0.20 |
| Break-even: |
222.70 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.08 |
| Spread %: |
75.00% |
| Delta: |
-0.35 |
| Theta: |
-0.11 |
| Omega: |
-4.64 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
