JP Morgan Put 25 SGM 21.03.2025
/ DE000JT6LSC9
JP Morgan Put 25 SGM 21.03.2025/ DE000JT6LSC9 /
| 23/01/2025 09:39:02 |
Chg.+0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
STMICROELECTRONICS |
25.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT6LSC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
31/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.35 |
| Parity: |
0.05 |
| Time value: |
0.19 |
| Break-even: |
22.60 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.04 |
| Spread %: |
20.00% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-4.91 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-13.04% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.190 |
| 1M High / 1M Low: |
0.290 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
0.290 |
| Low (YTD): |
08/01/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |