JP Morgan Put 95 A 16.01.2026
/ DE000JT3JZF8
JP Morgan Put 95 A 16.01.2026/ DE000JT3JZF8 /
06/09/2024 10:08:35 |
Chg.+0.020 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+5.26% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
95.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JT3JZF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
12/06/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
-3.81 |
Time value: |
0.61 |
Break-even: |
79.60 |
Moneyness: |
0.69 |
Premium: |
0.36 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.20 |
Spread %: |
48.78% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-2.92 |
Rho: |
-0.33 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-21.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.350 |
1M High / 1M Low: |
0.550 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.411 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |