JP Morgan Put 33 KDP 20.06.2025
/ DE000JV9U764
JP Morgan Put 33 KDP 20.06.2025/ DE000JV9U764 /
| 1/22/2025 12:59:53 PM |
Chg.- |
Bid1:15:26 PM |
Ask1:15:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.270
Bid Size: 15,000 |
0.280
Ask Size: 15,000 |
Keurig Dr Pepper Inc |
33.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JV9U76 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Keurig Dr Pepper Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.14 |
| Time value: |
0.13 |
| Break-even: |
28.92 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-5.90 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.350 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.350 |
| Low (YTD): |
1/22/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |