JP Morgan Put 95 SWKS 21.02.2025
/ DE000JT2SJ94
JP Morgan Put 95 SWKS 21.02.2025/ DE000JT2SJ94 /
| 11/11/2024 10:33:53 AM |
Chg.- |
Bid8:25:38 AM |
Ask8:25:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
1.10
Bid Size: 5,000 |
1.13
Ask Size: 5,000 |
Skyworks Solutions I... |
95.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JT2SJ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
0.66 |
| Time value: |
0.45 |
| Break-even: |
77.99 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
-0.57 |
| Theta: |
-0.03 |
| Omega: |
-4.25 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.50% |
| 1 Month |
|
|
+36.99% |
| 3 Months |
|
|
+49.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.88 |
| 1M High / 1M Low: |
1.13 |
0.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
