JP Morgan Put 480 SPGI 17.01.2025
/ DE000JV1FJ70
JP Morgan Put 480 SPGI 17.01.2025/ DE000JV1FJ70 /
| 2024-11-15 2:17:28 PM |
Chg.+0.005 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+8.93% |
-
Bid Size: - |
-
Ask Size: - |
S&P Global Inc |
480.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JV1FJ7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
S&P Global Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-09-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-57.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.22 |
| Time value: |
0.08 |
| Break-even: |
447.58 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
20.55% |
| Delta: |
-0.28 |
| Theta: |
-0.11 |
| Omega: |
-15.86 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.060 |
| High: |
0.061 |
| Low: |
0.060 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
-31.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.056 |
| 1M High / 1M Low: |
0.150 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
