JP Morgan Put 540 UNH 24.01.2025
/ DE000JF2ZZE5
JP Morgan Put 540 UNH 24.01.2025/ DE000JF2ZZE5 /
| 23/01/2025 10:41:36 |
Chg.+0.070 |
Bid14:03:14 |
Ask14:03:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+38.89% |
0.140
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
UnitedHealth Group I... |
540.00 USD |
24/01/2025 |
Put |
Master data
| WKN: |
JF2ZZE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
24/01/2025 |
| Issue date: |
16/01/2025 |
| Last trading day: |
23/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.26 |
| Parity: |
0.19 |
| Time value: |
0.02 |
| Break-even: |
497.70 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
2.34 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.83 |
| Theta: |
-2.39 |
| Omega: |
-19.68 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.180 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |