JP Morgan Put 31 SGM 21.03.2025
/ DE000JT0JPS8
JP Morgan Put 31 SGM 21.03.2025/ DE000JT0JPS8 /
| 06/09/2024 09:20:22 |
Chg.+0.040 |
Bid13:19:08 |
Ask13:19:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+7.27% |
0.590
Bid Size: 250,000 |
0.600
Ask Size: 250,000 |
STMICROELECTRONICS |
31.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT0JPS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
0.44 |
| Time value: |
0.22 |
| Break-even: |
24.40 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-2.24 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.26% |
| 1 Month |
|
|
+3.51% |
| 3 Months |
|
|
+293.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.450 |
| 1M High / 1M Low: |
0.610 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
