JP Morgan Put 390 AON 17.04.2025
/ DE000JV82FU7
JP Morgan Put 390 AON 17.04.2025/ DE000JV82FU7 /
2024-12-20 12:48:54 PM |
Chg.-0.04 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.87EUR |
-1.02% |
- Bid Size: - |
- Ask Size: - |
Aon PLC |
390.00 USD |
2025-04-17 |
Put |
Master data
WKN: |
JV82FU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Aon PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
390.00 USD |
Maturity: |
2025-04-17 |
Issue date: |
2024-12-02 |
Last trading day: |
2025-04-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.19 |
Intrinsic value: |
3.02 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
3.02 |
Time value: |
0.63 |
Break-even: |
337.46 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.15 |
Spread %: |
4.29% |
Delta: |
-0.68 |
Theta: |
-0.05 |
Omega: |
-6.37 |
Rho: |
-0.86 |
Quote data
Open: |
3.87 |
High: |
3.87 |
Low: |
3.87 |
Previous Close: |
3.91 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.87% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
3.40 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.66 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |