JP Morgan Put 50 BK 17.01.2025
/ DE000JS7P3U5
JP Morgan Put 50 BK 17.01.2025/ DE000JS7P3U5 /
9/6/2024 11:18:25 AM |
Chg.+0.001 |
Bid3:46:18 PM |
Ask3:46:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
+2.86% |
0.036 Bid Size: 75,000 |
0.051 Ask Size: 75,000 |
Bank of New York Mel... |
50.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JS7P3U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-82.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
-1.12 |
Time value: |
0.07 |
Break-even: |
49.26 |
Moneyness: |
0.82 |
Premium: |
0.20 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.04 |
Spread %: |
117.65% |
Delta: |
-0.12 |
Theta: |
-0.01 |
Omega: |
-9.59 |
Rho: |
-0.03 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.035 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.14% |
1 Month |
|
|
-67.27% |
3 Months |
|
|
-70.00% |
YTD |
|
|
-91.00% |
1 Year |
|
|
-95.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.027 |
1M High / 1M Low: |
0.110 |
0.027 |
6M High / 6M Low: |
0.250 |
0.027 |
High (YTD): |
1/5/2024 |
0.420 |
Low (YTD): |
9/2/2024 |
0.027 |
52W High: |
10/3/2023 |
1.040 |
52W Low: |
9/2/2024 |
0.027 |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.122 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.350 |
Avg. volume 1Y: |
|
19.685 |
Volatility 1M: |
|
212.16% |
Volatility 6M: |
|
207.59% |
Volatility 1Y: |
|
155.87% |
Volatility 3Y: |
|
- |