JP Morgan Put 340 EG 17.01.2025
/ DE000JT222Z6
JP Morgan Put 340 EG 17.01.2025/ DE000JT222Z6 /
16/10/2024 08:42:00 |
Chg.+0.120 |
Bid14:37:01 |
Ask14:37:01 |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
+13.19% |
1.020 Bid Size: 250 |
2.020 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: |
-17.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.23 |
Parity: |
-4.41 |
Time value: |
2.08 |
Break-even: |
291.61 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.93 |
Spread abs.: |
1.00 |
Spread %: |
92.59% |
Delta: |
-0.27 |
Theta: |
-0.18 |
Omega: |
-4.61 |
Rho: |
-0.30 |
Quote data
Open: |
1.030 |
High: |
1.030 |
Low: |
1.030 |
Previous Close: |
0.910 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-37.58% |
1 Month |
|
|
-24.26% |
3 Months |
|
|
-28.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.650 |
0.910 |
1M High / 1M Low: |
1.650 |
0.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
440.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |