JP Morgan Put 62 BNP 21.03.2025
/ DE000JT02863
JP Morgan Put 62 BNP 21.03.2025/ DE000JT02863 /
28/08/2024 09:03:48 |
Chg.-0.030 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-6.98% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
62.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
JT0286 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
62.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
04/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
0.00 |
Time value: |
0.55 |
Break-even: |
56.50 |
Moneyness: |
1.00 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.15 |
Spread %: |
37.50% |
Delta: |
-0.42 |
Theta: |
-0.01 |
Omega: |
-4.72 |
Rho: |
-0.18 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.89% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.430 |
1M High / 1M Low: |
0.680 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.444 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.482 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |