JP Morgan Put 140 BIIB 19.09.2025
/ DE000JV1RLR6
JP Morgan Put 140 BIIB 19.09.2025/ DE000JV1RLR6 /
| 10/01/2025 08:55:42 |
Chg.+0.01 |
Bid16:42:26 |
Ask16:42:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+0.91% |
1.20
Bid Size: 50,000 |
1.23
Ask Size: 50,000 |
Biogen Inc |
140.00 USD |
19/09/2025 |
Put |
Master data
| WKN: |
JV1RLR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
03/10/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-1.04 |
| Time value: |
1.27 |
| Break-even: |
123.24 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.19 |
| Spread %: |
18.02% |
| Delta: |
-0.33 |
| Theta: |
-0.03 |
| Omega: |
-3.77 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.02% |
| 1 Month |
|
|
-0.89% |
| 3 Months |
|
|
+146.67% |
| YTD |
|
|
-7.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.07 |
| 1M High / 1M Low: |
1.49 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
1.22 |
| Low (YTD): |
08/01/2025 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |