JP Morgan Put 62 ON 17.01.2025/  DE000JV8UV78  /

EUWAX
20/12/2024  08:23:37 Chg.+0.030 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.230EUR +15.00% -
Bid Size: -
-
Ask Size: -
ON Semiconductor 62.00 USD 17/01/2025 Put
 

Master data

WKN: JV8UV7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Put
Strike price: 62.00 USD
Maturity: 17/01/2025
Issue date: 03/12/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.06
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.43
Parity: -0.34
Time value: 0.19
Break-even: 57.55
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.96
Spread abs.: 0.02
Spread %: 11.76%
Delta: -0.31
Theta: -0.06
Omega: -10.41
Rho: -0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -