JP Morgan Put 70 AIG 21.03.2025
/ DE000JT23YV4
JP Morgan Put 70 AIG 21.03.2025/ DE000JT23YV4 /
2024-10-11 9:51:42 AM |
Chg.-0.050 |
Bid5:19:07 PM |
Ask5:19:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-17.24% |
0.210 Bid Size: 100,000 |
0.220 Ask Size: 100,000 |
American Internation... |
70.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
JT23YV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American International Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-06-21 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.60 |
Time value: |
0.25 |
Break-even: |
61.55 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
12.50% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-7.54 |
Rho: |
-0.09 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-17.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.250 |
1M High / 1M Low: |
0.400 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.297 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.323 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |