JP Morgan Put 40 DY6 20.06.2025
/ DE000JB1ZYP0
JP Morgan Put 40 DY6 20.06.2025/ DE000JB1ZYP0 /
| 2024-07-31 10:48:10 AM |
Chg.- |
Bid9:34:20 AM |
Ask9:34:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.220
Bid Size: 7,500 |
0.270
Ask Size: 7,500 |
DEVON ENERGY CORP. D... |
40.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB1ZYP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEVON ENERGY CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.35 |
| Time value: |
0.28 |
| Break-even: |
37.20 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
21.74% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-4.58 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-54.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.240 |
| 1M High / 1M Low: |
0.260 |
0.190 |
| 6M High / 6M Low: |
0.690 |
0.190 |
| High (YTD): |
2024-01-19 |
0.700 |
| Low (YTD): |
2024-07-19 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.41% |
| Volatility 6M: |
|
91.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
