JP Morgan Put 400 EG 17.01.2025
/ DE000JV15EV8
JP Morgan Put 400 EG 17.01.2025/ DE000JV15EV8 /
| 12/11/2024 10:04:27 |
Chg.0.00 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Everest Group Ltd |
400.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JV15EV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
2.86 |
| Time value: |
1.59 |
| Break-even: |
330.58 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.94 |
| Spread %: |
26.67% |
| Delta: |
-0.60 |
| Theta: |
-0.19 |
| Omega: |
-4.68 |
| Rho: |
-0.46 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.36% |
| 1 Month |
|
|
+19.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.19 |
3.77 |
| 1M High / 1M Low: |
5.19 |
2.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
