JP Morgan Put 380 EG 17.01.2025
/ DE000JT22341
JP Morgan Put 380 EG 17.01.2025/ DE000JT22341 /
| 2024-08-09 8:38:44 AM |
Chg.-0.14 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
-3.26% |
-
Bid Size: - |
-
Ask Size: - |
Everest Group Ltd |
380.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT2234 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.22 |
| Parity: |
1.42 |
| Time value: |
4.66 |
| Break-even: |
287.32 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
2.00 |
| Spread %: |
49.02% |
| Delta: |
-0.44 |
| Theta: |
-0.15 |
| Omega: |
-2.42 |
| Rho: |
-0.91 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.22% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.53 |
4.16 |
| 1M High / 1M Low: |
4.53 |
2.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
