JP Morgan Put 42 BAS 17.01.2025
/ DE000JV4SNV6
JP Morgan Put 42 BAS 17.01.2025/ DE000JV4SNV6 /
| 2025-01-06 12:43:54 PM |
Chg.-0.015 |
Bid9:37:57 PM |
Ask9:37:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-19.74% |
0.069
Bid Size: 50,000 |
0.079
Ask Size: 50,000 |
BASF SE NA O.N. |
42.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
JV4SNV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-37.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.06 |
| Break-even: |
40.90 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
12.24% |
| Delta: |
-0.57 |
| Theta: |
-0.04 |
| Omega: |
-21.49 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.076 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.93% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+8.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.056 |
| 1M High / 1M Low: |
0.087 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-03 |
0.076 |
| Low (YTD): |
2025-01-02 |
0.064 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
