JP Morgan Put 105 SQU 21.03.2025
/ DE000JT1LJA3
JP Morgan Put 105 SQU 21.03.2025/ DE000JT1LJA3 /
| 24/01/2025 09:09:24 |
Chg.-0.040 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-9.76% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
105.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT1LJA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.27 |
| Time value: |
0.33 |
| Break-even: |
99.10 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
34.09% |
| Delta: |
-0.55 |
| Theta: |
-0.04 |
| Omega: |
-9.57 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-53.16% |
| 3 Months |
|
|
-47.89% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.370 |
| 1M High / 1M Low: |
0.800 |
0.370 |
| 6M High / 6M Low: |
0.970 |
0.340 |
| High (YTD): |
09/01/2025 |
0.730 |
| Low (YTD): |
24/01/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.34% |
| Volatility 6M: |
|
177.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |