JP Morgan Put 45 DAL 21.03.2025
/ DE000JK9VSJ6
JP Morgan Put 45 DAL 21.03.2025/ DE000JK9VSJ6 /
| 2024-08-05 6:38:00 PM |
Chg.+0.160 |
Bid6:40:16 PM |
Ask6:40:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+27.12% |
0.740
Bid Size: 250,000 |
0.750
Ask Size: 250,000 |
Delta Air Lines Inc |
45.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JK9VSJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.21 |
| Break-even: |
34.44 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-3.06 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.45% |
| 1 Month |
|
|
+114.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.440 |
| 1M High / 1M Low: |
0.590 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
