JP Morgan Put 58 NDA 21.03.2025
/ DE000JT042X3
JP Morgan Put 58 NDA 21.03.2025/ DE000JT042X3 /
| 2024-07-31 5:06:05 PM |
Chg.- |
Bid8:20:09 AM |
Ask8:20:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
0.300
Bid Size: 2,000 |
0.800
Ask Size: 2,000 |
AURUBIS AG |
58.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
JT042X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.32 |
| Parity: |
-1.27 |
| Time value: |
0.84 |
| Break-even: |
49.60 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.50 |
| Spread %: |
147.06% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-2.11 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.330 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
