JP Morgan Put 370 AON 17.04.2025
/ DE000JV35KW1
JP Morgan Put 370 AON 17.04.2025/ DE000JV35KW1 /
| 2024-12-20 11:58:36 AM |
Chg.-0.01 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-0.38% |
-
Bid Size: - |
-
Ask Size: - |
Aon PLC |
370.00 USD |
2025-04-17 |
Put |
Master data
| WKN: |
JV35KW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Aon PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 USD |
| Maturity: |
2025-04-17 |
| Issue date: |
2024-10-31 |
| Last trading day: |
2025-04-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
1.11 |
| Time value: |
1.27 |
| Break-even: |
331.00 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.14 |
| Spread %: |
6.44% |
| Delta: |
-0.54 |
| Theta: |
-0.07 |
| Omega: |
-7.75 |
| Rho: |
-0.67 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+68.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.24 |
| 1M High / 1M Low: |
2.62 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
