JP Morgan Put 330 AON 17.01.2025/  DE000JV2E151  /

EUWAX
2024-12-20  10:53:48 AM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.310EUR -6.06% -
Bid Size: -
-
Ask Size: -
Aon PLC 330.00 USD 2025-01-17 Put
 

Master data

WKN: JV2E15
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Aon PLC
Type: Warrant
Option type: Put
Strike price: 330.00 USD
Maturity: 2025-01-17
Issue date: 2024-10-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -105.43
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.18
Parity: -2.73
Time value: 0.33
Break-even: 313.17
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.16
Spread abs.: 0.14
Spread %: 78.95%
Delta: -0.18
Theta: -0.15
Omega: -18.51
Rho: -0.05
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.00%
1 Month  
+121.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.200
1M High / 1M Low: 0.330 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   401.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -