JP Morgan Put 84 HEN3 21.03.2025
/ DE000JT1JRT0
JP Morgan Put 84 HEN3 21.03.2025/ DE000JT1JRT0 /
| 11/19/2024 9:05:12 AM |
Chg.+0.030 |
Bid9:28:05 AM |
Ask9:28:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+5.26% |
0.610
Bid Size: 50,000 |
0.620
Ask Size: 50,000 |
HENKEL AG+CO.KGAA VZ... |
84.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT1JRT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.49 |
| Time value: |
0.17 |
| Break-even: |
77.40 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
8.20% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-7.46 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
-15.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.570 |
| 1M High / 1M Low: |
0.780 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
