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JP Morgan Put 20 BAYN 21.02.2025/  DE000JV98TD0  /

EUWAX
10/01/2025  11:27:24 Chg.-0.018 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.080EUR -18.37% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 20.00 EUR 21/02/2025 Put
 

Master data

WKN: JV98TD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 21/02/2025
Issue date: 29/11/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.96
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.02
Implied volatility: 0.38
Historic volatility: 0.33
Parity: 0.02
Time value: 0.09
Break-even: 18.90
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 15.79%
Delta: -0.50
Theta: -0.01
Omega: -9.02
Rho: -0.01
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.098
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -27.27%
3 Months     -
YTD
  -38.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.098
1M High / 1M Low: 0.170 0.098
6M High / 6M Low: - -
High (YTD): 02/01/2025 0.140
Low (YTD): 09/01/2025 0.098
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -