JP Morgan Put 80 AEP 16.05.2025
/ DE000JV2L461
JP Morgan Put 80 AEP 16.05.2025/ DE000JV2L461 /
| 14/11/2024 10:58:21 |
Chg.- |
Bid08:00:14 |
Ask08:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
- |
0.210
Bid Size: 3,000 |
0.310
Ask Size: 3,000 |
American Electric Po... |
80.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
JV2L46 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
11/10/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
-1.26 |
| Time value: |
0.27 |
| Break-even: |
73.02 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
28.57% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-6.64 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.210 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
