JP Morgan Put 80 NDA 21.03.2025
/ DE000JT0K6X2
JP Morgan Put 80 NDA 21.03.2025/ DE000JT0K6X2 /
| 9/6/2024 6:18:32 PM |
Chg.+0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT0K6X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.32 |
| Parity: |
1.28 |
| Time value: |
0.75 |
| Break-even: |
59.70 |
| Moneyness: |
1.19 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.50 |
| Spread %: |
32.68% |
| Delta: |
-0.53 |
| Theta: |
-0.03 |
| Omega: |
-1.76 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.48 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
+24.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.41 |
| 1M High / 1M Low: |
1.83 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
