JP Morgan Put 29 SGM 21.03.2025
/ DE000JT02NU3
JP Morgan Put 29 SGM 21.03.2025/ DE000JT02NU3 /
| 2024-07-26 8:58:45 AM |
Chg.+0.080 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+42.11% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
29.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
JT02NU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
-0.17 |
| Time value: |
0.38 |
| Break-even: |
25.20 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
35.71% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-2.78 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.00% |
| 1 Month |
|
|
+68.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.130 |
| 1M High / 1M Low: |
0.270 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
