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: |
|
- |