JP Morgan Put 60 BK 17.01.2025
/ DE000JK9WBH4
JP Morgan Put 60 BK 17.01.2025/ DE000JK9WBH4 /
2024-06-26 11:36:07 AM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+10.81% |
- Bid Size: - |
- Ask Size: - |
Bank of New York Mel... |
60.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JK9WBH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-05-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
0.11 |
Time value: |
0.33 |
Break-even: |
51.63 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
7.32% |
Delta: |
-0.46 |
Theta: |
-0.01 |
Omega: |
-5.74 |
Rho: |
-0.17 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.38% |
1 Month |
|
|
-6.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.370 |
1M High / 1M Low: |
0.490 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |