JP Morgan Put 260 NSC 21.03.2025
/ DE000JT9GEJ8
JP Morgan Put 260 NSC 21.03.2025/ DE000JT9GEJ8 /
| 2024-11-07 9:44:56 AM |
Chg.-0.75 |
Bid9:12:30 PM |
Ask9:12:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.86EUR |
-46.58% |
0.98
Bid Size: 30,000 |
1.02
Ask Size: 30,000 |
Norfolk Southern Cor... |
260.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT9GEJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-1.58 |
| Time value: |
0.96 |
| Break-even: |
232.67 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
11.63% |
| Delta: |
-0.30 |
| Theta: |
-0.05 |
| Omega: |
-8.16 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.86 |
| High: |
0.86 |
| Low: |
0.86 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.69% |
| 1 Month |
|
|
-59.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.61 |
| 1M High / 1M Low: |
2.34 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
