JP Morgan Put 540 UNH 21.02.2025
/ DE000JV707X7
JP Morgan Put 540 UNH 21.02.2025/ DE000JV707X7 /
| 23/01/2025 09:56:53 |
Chg.+0.040 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
UnitedHealth Group I... |
540.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JV707X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 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: |
-20.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
0.19 |
| Time value: |
0.05 |
| Break-even: |
494.82 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.71 |
| Theta: |
-0.16 |
| Omega: |
-14.66 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
-38.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.150 |
| 1M High / 1M Low: |
0.450 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
0.410 |
| Low (YTD): |
16/01/2025 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |