JP Morgan Put 40 QIA 21.03.2025
/ DE000JT1P1P3
JP Morgan Put 40 QIA 21.03.2025/ DE000JT1P1P3 /
8/16/2024 9:06:59 AM |
Chg.-0.010 |
Bid5:36:14 PM |
Ask5:36:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-3.33% |
0.290 Bid Size: 7,500 |
0.310 Ask Size: 7,500 |
QIAGEN NV |
40.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
JT1P1P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
QIAGEN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
6/4/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
-0.18 |
Time value: |
0.31 |
Break-even: |
36.90 |
Moneyness: |
0.96 |
Premium: |
0.12 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
6.90% |
Delta: |
-0.35 |
Theta: |
-0.01 |
Omega: |
-4.76 |
Rho: |
-0.11 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
-40.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.300 |
1M High / 1M Low: |
0.500 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |