JP Morgan Put 95 DIS 19.09.2025
/ DE000JT5NP31
JP Morgan Put 95 DIS 19.09.2025/ DE000JT5NP31 /
| 14/11/2024 11:15:34 |
Chg.-0.110 |
Bid16:48:59 |
Ask16:48:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-17.74% |
0.320
Bid Size: 125,000 |
0.340
Ask Size: 125,000 |
Walt Disney Co |
95.00 USD |
19/09/2025 |
Put |
Master data
| WKN: |
JT5NP3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
02/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.73 |
| Time value: |
0.59 |
| Break-even: |
84.01 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-4.97 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-42.05% |
| 3 Months |
|
|
-59.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.620 |
| 1M High / 1M Low: |
0.880 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
