JP Morgan Put 37 SGM 21.03.2025
/ DE000JT02NN8
JP Morgan Put 37 SGM 21.03.2025/ DE000JT02NN8 /
| 30/07/2024 09:02:46 |
Chg.+0.030 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+4.11% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
37.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT02NN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
0.59 |
| Time value: |
0.25 |
| Break-even: |
28.60 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
13.51% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-2.09 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.37% |
| 1 Month |
|
|
+61.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.410 |
| 1M High / 1M Low: |
0.730 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
