JP Morgan Put 85 5UR 17.01.2025
/ DE000JL2EVA9
JP Morgan Put 85 5UR 17.01.2025/ DE000JL2EVA9 /
02/08/2024 10:41:55 |
Chg.+0.003 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
RTX CORP. ... |
85.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL2EVA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
RTX CORP. -,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-138.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-2.17 |
Time value: |
0.08 |
Break-even: |
84.23 |
Moneyness: |
0.80 |
Premium: |
0.21 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.03 |
Spread %: |
63.83% |
Delta: |
-0.08 |
Theta: |
-0.01 |
Omega: |
-11.03 |
Rho: |
-0.04 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.036 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.88% |
1 Month |
|
|
-67.50% |
3 Months |
|
|
-74.00% |
YTD |
|
|
-95.36% |
1 Year |
|
|
-95.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.031 |
1M High / 1M Low: |
0.120 |
0.031 |
6M High / 6M Low: |
0.560 |
0.031 |
High (YTD): |
05/01/2024 |
0.790 |
Low (YTD): |
31/07/2024 |
0.031 |
52W High: |
04/10/2023 |
1.700 |
52W Low: |
31/07/2024 |
0.031 |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.088 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.223 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.622 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
251.38% |
Volatility 6M: |
|
159.82% |
Volatility 1Y: |
|
130.99% |
Volatility 3Y: |
|
- |