JP Morgan Put 340 EG 17.01.2025
/ DE000JT222Z6
JP Morgan Put 340 EG 17.01.2025/ DE000JT222Z6 /
| 30/08/2024 08:40:47 |
Chg.-0.03 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-2.40% |
1.16
Bid Size: 250 |
3.16
Ask Size: 250 |
Everest Group Ltd |
340.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JT222Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.21 |
| Parity: |
-4.73 |
| Time value: |
3.16 |
| Break-even: |
276.17 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
2.00 |
| Spread %: |
172.41% |
| Delta: |
-0.28 |
| Theta: |
-0.16 |
| Omega: |
-3.13 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.21% |
| 1 Month |
|
|
-21.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.20 |
| 1M High / 1M Low: |
2.70 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
