JP Morgan Put 28 FRE 20.06.2025
/ DE000JB1NG42
JP Morgan Put 28 FRE 20.06.2025/ DE000JB1NG42 /
| 2024-07-08 10:03:20 AM |
Chg.- |
Bid10:00:32 AM |
Ask10:00:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.230
Bid Size: 300,000 |
0.240
Ask Size: 300,000 |
FRESENIUS SE+CO.KGAA... |
28.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB1NG4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.11 |
| Time value: |
0.24 |
| Break-even: |
25.60 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-4.22 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
-48.89% |
| YTD |
|
|
-39.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.290 |
0.220 |
| 6M High / 6M Low: |
0.510 |
0.210 |
| High (YTD): |
2024-03-26 |
0.510 |
| Low (YTD): |
2024-06-07 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.84% |
| Volatility 6M: |
|
77.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
