JP Morgan Put 65 NDA 21.03.2025
/ DE000JT2G0A7
JP Morgan Put 65 NDA 21.03.2025/ DE000JT2G0A7 /
9/6/2024 12:30:11 PM |
Chg.0.000 |
Bid12:34:50 PM |
Ask12:34:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
0.00% |
0.610 Bid Size: 2,000 |
0.760 Ask Size: 2,000 |
AURUBIS AG |
65.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
JT2G0A |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.32 |
Parity: |
-0.24 |
Time value: |
0.88 |
Break-even: |
56.20 |
Moneyness: |
0.97 |
Premium: |
0.17 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.30 |
Spread %: |
51.72% |
Delta: |
-0.37 |
Theta: |
-0.02 |
Omega: |
-2.82 |
Rho: |
-0.18 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
-27.71% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.540 |
1M High / 1M Low: |
0.840 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.660 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |