JP Morgan Put 138 BEI 21.03.2025
/ DE000JT08M89
JP Morgan Put 138 BEI 21.03.2025/ DE000JT08M89 /
| 1/9/2025 4:09:38 PM |
Chg.- |
Bid8:30:45 AM |
Ask8:30:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
- |
1.05
Bid Size: 7,500 |
1.11
Ask Size: 7,500 |
BEIERSDORF AG O.N. |
138.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT08M8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
138.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
1.10 |
| Time value: |
0.06 |
| Break-even: |
126.40 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.07 |
| Spread %: |
6.42% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-8.61 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.08 |
| High: |
1.12 |
| Low: |
1.08 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.29% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+24.44% |
| YTD |
|
|
-23.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.12 |
| 1M High / 1M Low: |
1.61 |
1.12 |
| 6M High / 6M Low: |
1.75 |
0.69 |
| High (YTD): |
1/6/2025 |
1.57 |
| Low (YTD): |
1/9/2025 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.87% |
| Volatility 6M: |
|
130.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |