JP Morgan Put 50 BK 17.01.2025
/ DE000JS7P3U5
JP Morgan Put 50 BK 17.01.2025/ DE000JS7P3U5 /
05/08/2024 10:59:25 |
Chg.+0.042 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+87.50% |
- Bid Size: - |
- Ask Size: - |
Bank of New York Mel... |
50.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-48.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
-0.78 |
Time value: |
0.12 |
Break-even: |
48.80 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.05 |
Spread %: |
66.67% |
Delta: |
-0.18 |
Theta: |
-0.01 |
Omega: |
-8.57 |
Rho: |
-0.05 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.048 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+157.14% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-47.06% |
YTD |
|
|
-77.50% |
1 Year |
|
|
-88.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.035 |
1M High / 1M Low: |
0.090 |
0.035 |
6M High / 6M Low: |
0.310 |
0.035 |
High (YTD): |
05/01/2024 |
0.420 |
Low (YTD): |
29/07/2024 |
0.035 |
52W High: |
03/10/2023 |
1.040 |
52W Low: |
29/07/2024 |
0.035 |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.162 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.418 |
Avg. volume 1Y: |
|
19.841 |
Volatility 1M: |
|
228.57% |
Volatility 6M: |
|
144.77% |
Volatility 1Y: |
|
113.40% |
Volatility 3Y: |
|
- |