JP Morgan Put 95 AEP 16.05.2025
/ DE000JV2L479
JP Morgan Put 95 AEP 16.05.2025/ DE000JV2L479 /
| 2024-11-12 10:27:09 AM |
Chg.+0.090 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
95.00 USD |
2025-05-16 |
Put |
Master data
| WKN: |
JV2L47 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2025-05-16 |
| Issue date: |
2024-10-11 |
| Last trading day: |
2025-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.05 |
| Time value: |
0.62 |
| Break-even: |
82.39 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-5.81 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+8.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.430 |
| 1M High / 1M Low: |
0.600 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
