JP Morgan Put 100 AEP 20.06.2025
/ DE000JV3RTC7
JP Morgan Put 100 AEP 20.06.2025/ DE000JV3RTC7 /
| 10/01/2025 08:40:44 |
Chg.-0.05 |
Bid09:08:56 |
Ask09:08:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-4.90% |
0.96
Bid Size: 5,000 |
1.01
Ask Size: 5,000 |
American Electric Po... |
100.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JV3RTC |
| 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: |
20/06/2025 |
| Issue date: |
15/10/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
0.30 |
| Break-even: |
86.49 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
4.85% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-5.18 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.97 |
| High: |
0.97 |
| Low: |
0.97 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.83% |
| 1 Month |
|
|
+16.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
-5.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.00 |
| 1M High / 1M Low: |
1.17 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
1.17 |
| Low (YTD): |
06/01/2025 |
1.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |