JP Morgan Put 45 FMC 17.01.2025
/ DE000JT24933
JP Morgan Put 45 FMC 17.01.2025/ DE000JT24933 /
| 2024-09-26 8:44:48 AM |
Chg.- |
Bid7:11:54 PM |
Ask7:11:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
- |
0.054
Bid Size: 50,000 |
0.069
Ask Size: 50,000 |
FMC Corp |
45.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT2493 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.40 |
| Parity: |
-1.88 |
| Time value: |
0.12 |
| Break-even: |
39.06 |
| Moneyness: |
0.68 |
| Premium: |
0.34 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.06 |
| Spread %: |
114.29% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-5.00 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-75.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.059 |
| 1M High / 1M Low: |
0.120 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
