JP Morgan Put 30 BAC 20.06.2025
/ DE000JB17Q27
JP Morgan Put 30 BAC 20.06.2025/ DE000JB17Q27 /
10/17/2024 10:54:41 AM |
Chg.- |
Bid9:46:47 AM |
Ask9:46:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
- |
0.024 Bid Size: 50,000 |
0.039 Ask Size: 50,000 |
VERIZON COMM. INC. D... |
30.00 - |
6/20/2025 |
Put |
Master data
WKN: |
JB17Q2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
6/20/2025 |
Issue date: |
9/25/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-106.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-1.05 |
Time value: |
0.04 |
Break-even: |
29.62 |
Moneyness: |
0.74 |
Premium: |
0.27 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.02 |
Spread %: |
65.22% |
Delta: |
-0.08 |
Theta: |
0.00 |
Omega: |
-8.16 |
Rho: |
-0.02 |
Quote data
Open: |
0.024 |
High: |
0.024 |
Low: |
0.024 |
Previous Close: |
0.023 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-87.37% |
1 Year |
|
|
-94.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.023 |
1M High / 1M Low: |
0.030 |
0.023 |
6M High / 6M Low: |
0.120 |
0.023 |
High (YTD): |
1/12/2024 |
0.170 |
Low (YTD): |
10/16/2024 |
0.023 |
52W High: |
10/18/2023 |
0.410 |
52W Low: |
10/16/2024 |
0.023 |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.057 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.110 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
93.73% |
Volatility 6M: |
|
138.03% |
Volatility 1Y: |
|
120.32% |
Volatility 3Y: |
|
- |