JP Morgan Put 50 DVN 21.03.2025
/ DE000JL7VPQ0
JP Morgan Put 50 DVN 21.03.2025/ DE000JL7VPQ0 /
2024-09-06 11:22:45 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
Devon Energy Corp |
50.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
JL7VPQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Devon Energy Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2023-07-17 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.78 |
Time value: |
0.05 |
Break-even: |
36.81 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
2.22% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-3.26 |
Rho: |
-0.19 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+1.20% |
3 Months |
|
|
+37.70% |
YTD |
|
|
-7.69% |
1 Year |
|
|
+3.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.640 |
1M High / 1M Low: |
0.840 |
0.620 |
6M High / 6M Low: |
0.920 |
0.460 |
High (YTD): |
2024-02-07 |
1.190 |
Low (YTD): |
2024-05-10 |
0.460 |
52W High: |
2023-10-05 |
1.260 |
52W Low: |
2024-05-10 |
0.460 |
Avg. price 1W: |
|
0.746 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.693 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.597 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.809 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
108.88% |
Volatility 6M: |
|
105.93% |
Volatility 1Y: |
|
85.06% |
Volatility 3Y: |
|
- |