JP Morgan Put 95 5UR 17.01.2025
/ DE000JL2EV75
JP Morgan Put 95 5UR 17.01.2025/ DE000JL2EV75 /
9/10/2024 10:52:37 AM |
Chg.-0.012 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
-16.90% |
- Bid Size: - |
- Ask Size: - |
RTX CORP. ... |
95.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JL2EV7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
RTX CORP. -,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/17/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-138.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-1.48 |
Time value: |
0.08 |
Break-even: |
94.21 |
Moneyness: |
0.87 |
Premium: |
0.14 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.02 |
Spread %: |
33.90% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-14.78 |
Rho: |
-0.04 |
Quote data
Open: |
0.059 |
High: |
0.059 |
Low: |
0.059 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+43.90% |
1 Month |
|
|
-54.62% |
3 Months |
|
|
-68.95% |
YTD |
|
|
-95.60% |
1 Year |
|
|
-95.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.071 |
0.041 |
1M High / 1M Low: |
0.110 |
0.040 |
6M High / 6M Low: |
0.850 |
0.040 |
High (YTD): |
1/2/2024 |
1.290 |
Low (YTD): |
9/2/2024 |
0.040 |
52W High: |
10/4/2023 |
2.460 |
52W Low: |
9/2/2024 |
0.040 |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.299 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.889 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
235.54% |
Volatility 6M: |
|
181.05% |
Volatility 1Y: |
|
138.64% |
Volatility 3Y: |
|
- |