JP Morgan Put 65 NDA 20.12.2024
/ DE000JT25Z59
JP Morgan Put 65 NDA 20.12.2024/ DE000JT25Z59 /
| 09/10/2024 17:17:17 |
Chg.-0.010 |
Bid17:22:34 |
Ask17:22:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.500
Bid Size: 3,000 |
0.580
Ask Size: 3,000 |
AURUBIS AG |
65.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
JT25Z5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.34 |
| Parity: |
0.17 |
| Time value: |
0.51 |
| Break-even: |
58.30 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.15 |
| Spread %: |
28.85% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-4.58 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.410 |
| 1M High / 1M Low: |
0.610 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
