JP Morgan Put 220 ADI 21.03.2025
/ DE000JT4ZJ77
JP Morgan Put 220 ADI 21.03.2025/ DE000JT4ZJ77 /
| 23/01/2025 12:51:24 |
Chg.-0.01 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
220.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JT4ZJ7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.39 |
| Time value: |
0.94 |
| Break-even: |
201.96 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
-0.41 |
| Theta: |
-0.09 |
| Omega: |
-9.32 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.37% |
| 1 Month |
|
|
-42.61% |
| 3 Months |
|
|
-34.84% |
| YTD |
|
|
-35.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.01 |
| 1M High / 1M Low: |
1.89 |
1.01 |
| 6M High / 6M Low: |
3.18 |
1.01 |
| High (YTD): |
13/01/2025 |
1.89 |
| Low (YTD): |
23/01/2025 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.62% |
| Volatility 6M: |
|
179.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |