JP Morgan Put 82 MRVL 15.11.2024/  DE000JV31TN0  /

EUWAX
12/11/2024  09:58:25 Chg.-0.002 Bid21:16:47 Ask21:16:47 Underlying Strike price Expiration date Option type
0.003EUR -40.00% 0.004
Bid Size: 15,000
0.034
Ask Size: 15,000
Marvell Technology I... 82.00 USD 15/11/2024 Put
 

Master data

WKN: JV31TN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Put
Strike price: 82.00 USD
Maturity: 15/11/2024
Issue date: 23/10/2024
Last trading day: 14/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -91.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.38
Historic volatility: 0.46
Parity: -0.96
Time value: 0.10
Break-even: 75.95
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 1,800.00%
Delta: -0.16
Theta: -0.43
Omega: -14.36
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -97.86%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.005
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -