JP Morgan Put 35 DAL 21.03.2025
/ DE000JT5F8Y8
JP Morgan Put 35 DAL 21.03.2025/ DE000JT5F8Y8 /
| 2024-10-11 8:38:17 AM |
Chg.- |
Bid8:00:20 AM |
Ask8:00:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
- |
0.041
Bid Size: 7,500 |
0.071
Ask Size: 7,500 |
Delta Air Lines Inc |
35.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JT5F8Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-100.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-1.49 |
| Time value: |
0.05 |
| Break-even: |
31.54 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-6.82 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.33% |
| 1 Month |
|
|
-63.33% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.044 |
| 1M High / 1M Low: |
0.100 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
