JP Morgan Put 100 AEP 16.05.2025
/ DE000JV3AF69
JP Morgan Put 100 AEP 16.05.2025/ DE000JV3AF69 /
| 1/10/2025 8:40:05 AM |
Chg.-0.060 |
Bid1:14:19 PM |
Ask1:14:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-6.19% |
0.960
Bid Size: 1,000 |
0.990
Ask Size: 1,000 |
American Electric Po... |
100.00 USD |
5/16/2025 |
Put |
Master data
| WKN: |
JV3AF6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
10/15/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
0.21 |
| Break-even: |
87.50 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
8.79% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-6.03 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.08% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
-8.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.960 |
| 1M High / 1M Low: |
1.130 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.130 |
| Low (YTD): |
1/6/2025 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.989 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |