JP Morgan Put 340 EG 17.04.2025
/ DE000JT9ANF0
JP Morgan Put 340 EG 17.04.2025/ DE000JT9ANF0 /
16/10/2024 09:57:30 |
Chg.+0.17 |
Bid14:50:24 |
Ask14:50:24 |
Underlying |
Strike price |
Expiration date |
Option type |
1.91EUR |
+9.77% |
1.90 Bid Size: 250 |
3.90 Ask Size: 250 |
Everest Group Ltd |
340.00 USD |
17/04/2025 |
Put |
Master data
WKN: |
JT9ANF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Everest Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 USD |
Maturity: |
17/04/2025 |
Issue date: |
11/09/2024 |
Last trading day: |
16/04/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.23 |
Parity: |
-4.41 |
Time value: |
3.96 |
Break-even: |
272.81 |
Moneyness: |
0.88 |
Premium: |
0.23 |
Premium p.a.: |
0.52 |
Spread abs.: |
2.00 |
Spread %: |
102.04% |
Delta: |
-0.29 |
Theta: |
-0.14 |
Omega: |
-2.62 |
Rho: |
-0.72 |
Quote data
Open: |
1.91 |
High: |
1.91 |
Low: |
1.91 |
Previous Close: |
1.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.97% |
1 Month |
|
|
-9.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.58 |
1.74 |
1M High / 1M Low: |
2.58 |
1.51 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |