JP Morgan Put 85 HEN3 21.03.2025
/ DE000JT1JRR4
JP Morgan Put 85 HEN3 21.03.2025/ DE000JT1JRR4 /
| 8/8/2024 8:59:55 AM |
Chg.+0.010 |
Bid10:41:03 AM |
Ask10:41:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+1.20% |
0.870
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
HENKEL AG+CO.KGAA VZ... |
85.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT1JRR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
0.14 |
| Break-even: |
76.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-5.58 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+37.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.760 |
| 1M High / 1M Low: |
0.960 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
