JP Morgan Put 38 SGM 20.06.2025
/ DE000JK6CYZ6
JP Morgan Put 38 SGM 20.06.2025/ DE000JK6CYZ6 /
| 2024-06-27 9:24:17 AM |
Chg.+0.010 |
Bid4:12:50 PM |
Ask4:12:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.590
Bid Size: 200,000 |
0.600
Ask Size: 200,000 |
STMICROELECTRONICS |
38.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
JK6CYZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
0.12 |
| Time value: |
0.64 |
| Break-even: |
30.40 |
| Moneyness: |
1.03 |
| Premium: |
0.17 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.20 |
| Spread %: |
35.71% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-1.90 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
+13.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.530 |
| 1M High / 1M Low: |
0.590 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
