JP Morgan Put 56 GM 21.03.2025
/ DE000JV5E725
JP Morgan Put 56 GM 21.03.2025/ DE000JV5E725 /
| 23/01/2025 12:52:02 |
Chg.- |
Bid09:32:57 |
Ask09:32:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
- |
0.380
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
General Motors Compa... |
56.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JV5E72 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.17 |
| Time value: |
0.22 |
| Break-even: |
49.86 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-7.29 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.62% |
| 1 Month |
|
|
-17.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+9.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.460 |
| 1M High / 1M Low: |
0.740 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
0.740 |
| Low (YTD): |
07/01/2025 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.549 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |