JP Morgan Put 270 MKTX 16.05.2025
/ DE000JV2ZVC8
JP Morgan Put 270 MKTX 16.05.2025/ DE000JV2ZVC8 /
| 2024-11-12 9:54:18 AM |
Chg.0.000 |
Bid9:13:56 PM |
Ask9:13:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.240
Bid Size: 75,000 |
0.320
Ask Size: 75,000 |
MarketAxess Holdings... |
270.00 USD |
2025-05-16 |
Put |
Master data
| WKN: |
JV2ZVC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-10-09 |
| Last trading day: |
2025-05-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.32 |
| Parity: |
-0.04 |
| Time value: |
0.38 |
| Break-even: |
215.21 |
| Moneyness: |
0.98 |
| Premium: |
0.16 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
65.22% |
| Delta: |
-0.39 |
| Theta: |
-0.10 |
| Omega: |
-2.63 |
| Rho: |
-0.70 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.200 |
| 1M High / 1M Low: |
0.230 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
