JP Morgan Put 35 KHC 20.06.2025
/ DE000JB7RBL1
JP Morgan Put 35 KHC 20.06.2025/ DE000JB7RBL1 /
| 15/11/2024 08:25:07 |
Chg.+0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
Kraft Heinz Company |
35.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JB7RBL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.09 |
| Break-even: |
28.69 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-4.08 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.190 |
| 6M High / 6M Low: |
0.410 |
0.190 |
| High (YTD): |
11/07/2024 |
0.410 |
| Low (YTD): |
21/10/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.33% |
| Volatility 6M: |
|
113.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
