JP Morgan Put 64 BNR 21.03.2025
/ DE000JT00297
JP Morgan Put 64 BNR 21.03.2025/ DE000JT00297 /
| 17/09/2024 12:21:00 |
Chg.-0.030 |
Bid14:53:14 |
Ask14:53:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
0.350
Bid Size: 30,000 |
0.370
Ask Size: 30,000 |
BRENNTAG SE NA O.N. |
64.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT0029 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
0.42 |
| Break-even: |
59.50 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
18.42% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-6.18 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
