JP Morgan Put 36 SGM 20.06.2025
/ DE000JK6CYY9
JP Morgan Put 36 SGM 20.06.2025/ DE000JK6CYY9 /
| 9/3/2024 9:31:35 AM |
Chg.-0.040 |
Bid1:42:37 PM |
Ask1:42:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
0.880
Bid Size: 200,000 |
0.900
Ask Size: 200,000 |
STMICROELECTRONICS |
36.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
JK6CYY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
0.73 |
| Time value: |
0.14 |
| Break-even: |
27.30 |
| Moneyness: |
1.26 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-2.06 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-5.62% |
| 3 Months |
|
|
+104.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.860 |
| 1M High / 1M Low: |
1.070 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
