JP Morgan Put 100 AEP 19.09.2025
/ DE000JV2YE48
JP Morgan Put 100 AEP 19.09.2025/ DE000JV2YE48 /
| 1/24/2025 8:40:43 AM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
100.00 USD |
9/19/2025 |
Put |
Master data
| WKN: |
JV2YE4 |
| 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: |
9/19/2025 |
| Issue date: |
10/15/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.24 |
| Time value: |
0.67 |
| Break-even: |
86.91 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
7.06% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-4.79 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.49% |
| 1 Month |
|
|
-23.42% |
| 3 Months |
|
|
+2.41% |
| YTD |
|
|
-26.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.830 |
| 1M High / 1M Low: |
1.280 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.280 |
| Low (YTD): |
1/21/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |