JP Morgan Put 36 QIA 21.03.2025
/ DE000JT1P1Q1
JP Morgan Put 36 QIA 21.03.2025/ DE000JT1P1Q1 /
16/08/2024 09:06:59 |
Chg.0.000 |
Bid17:36:14 |
Ask17:36:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
0.00% |
0.160 Bid Size: 7,500 |
0.190 Ask Size: 7,500 |
QIAGEN NV |
36.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
JT1P1Q |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
04/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
-0.58 |
Time value: |
0.18 |
Break-even: |
34.20 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-5.29 |
Rho: |
-0.07 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-44.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.310 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |