JP Morgan Put 66 NDA 17.04.2025
/ DE000JF20Q93
JP Morgan Put 66 NDA 17.04.2025/ DE000JF20Q93 /
| 24/01/2025 16:11:47 |
Chg.-0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
66.00 EUR |
17/04/2025 |
Put |
Master data
| WKN: |
JF20Q9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
66.00 EUR |
| Maturity: |
17/04/2025 |
| Issue date: |
22/01/2025 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
-0.80 |
| Time value: |
0.46 |
| Break-even: |
61.40 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.20 |
| Spread %: |
76.92% |
| Delta: |
-0.29 |
| Theta: |
-0.04 |
| Omega: |
-4.65 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |