JP Morgan Put 15.4 CBK 17.01.2025
/ DE000JV3QRB5
JP Morgan Put 15.4 CBK 17.01.2025/ DE000JV3QRB5 /
1/10/2025 10:06:55 AM |
Chg.-0.011 |
Bid1:00:15 PM |
Ask1:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-47.83% |
- Bid Size: - |
- Ask Size: - |
COMMERZBANK AG |
15.40 EUR |
1/17/2025 |
Put |
Master data
WKN: |
JV3QRB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.40 EUR |
Maturity: |
1/17/2025 |
Issue date: |
10/23/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-152.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.32 |
Parity: |
-1.39 |
Time value: |
0.11 |
Break-even: |
15.29 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
85.65 |
Spread abs.: |
0.10 |
Spread %: |
746.15% |
Delta: |
-0.14 |
Theta: |
-0.02 |
Omega: |
-21.99 |
Rho: |
0.00 |
Quote data
Open: |
0.012 |
High: |
0.012 |
Low: |
0.012 |
Previous Close: |
0.023 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-95.56% |
1 Month |
|
|
-97.93% |
3 Months |
|
|
- |
YTD |
|
|
-95.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.023 |
1M High / 1M Low: |
0.580 |
0.023 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/2/2025 |
0.280 |
Low (YTD): |
1/9/2025 |
0.023 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.338 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
405.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |