JP Morgan Put 380 AON 17.04.2025/  DE000JV50R04  /

EUWAX
2024-12-20  10:56:56 AM Chg.+0.13 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.35EUR +4.04% -
Bid Size: -
-
Ask Size: -
Aon PLC 380.00 USD 2025-04-17 Put
 

Master data

WKN: JV50R0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Aon PLC
Type: Warrant
Option type: Put
Strike price: 380.00 USD
Maturity: 2025-04-17
Issue date: 2024-11-14
Last trading day: 2025-04-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.38
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 2.06
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 2.06
Time value: 0.96
Break-even: 334.17
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 5.23%
Delta: -0.61
Theta: -0.06
Omega: -6.90
Rho: -0.76
 

Quote data

Open: 3.35
High: 3.35
Low: 3.35
Previous Close: 3.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.54%
1 Month  
+73.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.35 2.76
1M High / 1M Low: 3.35 1.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -