JP Morgan Put 38 HAG 21.02.2025/  DE000JV9TGK0  /

EUWAX
2024-12-23  10:33:21 AM Chg.-0.110 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.400EUR -21.57% -
Bid Size: -
-
Ask Size: -
HENSOLDT AG INH O.N. 38.00 EUR 2025-02-21 Put
 

Master data

WKN: JV9TGK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HENSOLDT AG INH O.N.
Type: Warrant
Option type: Put
Strike price: 38.00 EUR
Maturity: 2025-02-21
Issue date: 2024-12-06
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.37
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.34
Implied volatility: 0.48
Historic volatility: 0.40
Parity: 0.34
Time value: 0.13
Break-even: 33.30
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 11.90%
Delta: -0.64
Theta: -0.02
Omega: -4.71
Rho: -0.04
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.465
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -