JP Morgan Put 3700 S&P 500 Index 20.06.2025
/ DE000JB117D5
JP Morgan Put 3700 S&P 500 Index .../ DE000JB117D5 /
| 7/22/2024 10:44:17 AM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
- |
3,700.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
JB117D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,700.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-196.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.11 |
| Parity: |
-18.05 |
| Time value: |
0.28 |
| Break-even: |
3,672.00 |
| Moneyness: |
0.67 |
| Premium: |
0.33 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.04 |
| Theta: |
-0.17 |
| Omega: |
-8.22 |
| Rho: |
-2.36 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
-52.63% |
| YTD |
|
|
-68.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.210 |
| 1M High / 1M Low: |
0.280 |
0.210 |
| 6M High / 6M Low: |
0.730 |
0.210 |
| High (YTD): |
1/4/2024 |
0.930 |
| Low (YTD): |
7/15/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.10% |
| Volatility 6M: |
|
76.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
