JP Morgan Put 500 UNH 21.02.2025
/ DE000JV707Q1
JP Morgan Put 500 UNH 21.02.2025/ DE000JV707Q1 /
23/01/2025 09:56:50 |
Chg.+0.012 |
Bid21:32:27 |
Ask21:32:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
+27.27% |
0.038 Bid Size: 250,000 |
0.048 Ask Size: 250,000 |
UnitedHealth Group I... |
500.00 USD |
21/02/2025 |
Put |
Master data
WKN: |
JV707Q |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
10/12/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-78.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.26 |
Parity: |
-0.19 |
Time value: |
0.06 |
Break-even: |
474.06 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.01 |
Spread %: |
17.86% |
Delta: |
-0.27 |
Theta: |
-0.20 |
Omega: |
-21.59 |
Rho: |
-0.11 |
Quote data
Open: |
0.056 |
High: |
0.056 |
Low: |
0.056 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.74% |
1 Month |
|
|
-75.65% |
3 Months |
|
|
- |
YTD |
|
|
-68.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.099 |
0.044 |
1M High / 1M Low: |
0.230 |
0.044 |
6M High / 6M Low: |
- |
- |
High (YTD): |
03/01/2025 |
0.190 |
Low (YTD): |
22/01/2025 |
0.044 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.069 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
484.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |