JP Morgan Put 70 NDA 21.03.2025
/ DE000JT7J906
JP Morgan Put 70 NDA 21.03.2025/ DE000JT7J906 /
| 10/01/2025 15:29:13 |
Chg.+0.050 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT7J90 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
27/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
-0.35 |
| Time value: |
0.56 |
| Break-even: |
64.40 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.20 |
| Spread %: |
55.56% |
| Delta: |
-0.37 |
| Theta: |
-0.05 |
| Omega: |
-4.82 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.400 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.03% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
0.350 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.350 |
| Low (YTD): |
06/01/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |