JP Morgan Put 40 TCOM 18.07.2025
/ DE000JK2NSW1
JP Morgan Put 40 TCOM 18.07.2025/ DE000JK2NSW1 /
05/08/2024 08:46:24 |
Chg.+0.060 |
Bid19:31:00 |
Ask19:31:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+11.54% |
0.520 Bid Size: 200,000 |
0.530 Ask Size: 200,000 |
Trip com Group Ltd |
40.00 USD |
18/07/2025 |
Put |
Master data
WKN: |
JK2NSW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
18/07/2025 |
Issue date: |
14/02/2024 |
Last trading day: |
17/07/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
0.06 |
Time value: |
0.55 |
Break-even: |
30.56 |
Moneyness: |
1.02 |
Premium: |
0.15 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
7.02% |
Delta: |
-0.40 |
Theta: |
-0.01 |
Omega: |
-2.34 |
Rho: |
-0.19 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.46% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+61.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.410 |
1M High / 1M Low: |
0.520 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.359 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |