JP Morgan Put 95 5UR 17.01.2025
/ DE000JL2EV75
JP Morgan Put 95 5UR 17.01.2025/ DE000JL2EV75 /
02/08/2024 10:41:55 |
Chg.- |
Bid10:26:03 |
Ask10:26:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.095EUR |
- |
0.130 Bid Size: 20,000 |
0.330 Ask Size: 20,000 |
RTX CORP. ... |
95.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
17/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-82.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.17 |
Time value: |
0.13 |
Break-even: |
93.70 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-12.76 |
Rho: |
-0.08 |
Quote data
Open: |
0.095 |
High: |
0.095 |
Low: |
0.095 |
Previous Close: |
0.085 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.64% |
1 Month |
|
|
-69.35% |
3 Months |
|
|
-73.61% |
YTD |
|
|
-92.91% |
1 Year |
|
|
-93.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.085 |
1M High / 1M Low: |
0.330 |
0.085 |
6M High / 6M Low: |
0.980 |
0.085 |
High (YTD): |
02/01/2024 |
1.290 |
Low (YTD): |
01/08/2024 |
0.085 |
52W High: |
04/10/2023 |
2.460 |
52W Low: |
01/08/2024 |
0.085 |
Avg. price 1W: |
|
0.095 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.463 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.016 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
225.83% |
Volatility 6M: |
|
139.03% |
Volatility 1Y: |
|
112.12% |
Volatility 3Y: |
|
- |