JP Morgan Put 82 NDA 17.01.2025
/ DE000JV5YJR7
JP Morgan Put 82 NDA 17.01.2025/ DE000JV5YJR7 /
| 2024-12-20 5:29:47 PM |
Chg.+0.060 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
82.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
JV5YJR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
82.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.37 |
| Parity: |
0.41 |
| Time value: |
0.33 |
| Break-even: |
74.60 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.20 |
| Spread %: |
37.04% |
| Delta: |
-0.59 |
| Theta: |
-0.09 |
| Omega: |
-6.18 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.480 |
| 1M High / 1M Low: |
1.020 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
