JP Morgan Put 80 NDA 17.01.2025
/ DE000JV5YJQ9
JP Morgan Put 80 NDA 17.01.2025/ DE000JV5YJQ9 /
| 2024-12-20 5:29:43 PM |
Chg.+0.050 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+13.51% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
JV5YJQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
0.21 |
| Time value: |
0.41 |
| Break-even: |
73.80 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.20 |
| Spread %: |
47.62% |
| Delta: |
-0.53 |
| Theta: |
-0.09 |
| Omega: |
-6.62 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.460 |
| High: |
0.470 |
| Low: |
0.420 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-44.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.880 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
