JP Morgan Put 40 DAL 20.06.2025
/ DE000JB73FU8
JP Morgan Put 40 DAL 20.06.2025/ DE000JB73FU8 /
| 8/2/2024 10:58:08 AM |
Chg.- |
Bid5:16:24 PM |
Ask5:16:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
- |
0.540
Bid Size: 250,000 |
0.550
Ask Size: 250,000 |
Delta Air Lines Inc |
40.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB73FU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.02 |
| Time value: |
0.41 |
| Break-even: |
32.44 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-3.48 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.48% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
-30.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.390 |
0.240 |
| 6M High / 6M Low: |
0.580 |
0.190 |
| High (YTD): |
1/17/2024 |
0.680 |
| Low (YTD): |
6/6/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.34% |
| Volatility 6M: |
|
103.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
