JP Morgan Put 76 NDA 21.03.2025
/ DE000JF0Q8A9
JP Morgan Put 76 NDA 21.03.2025/ DE000JF0Q8A9 /
| 10/01/2025 11:30:23 |
Chg.0.000 |
Bid13:20:04 |
Ask13:20:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.630
Bid Size: 2,000 |
0.720
Ask Size: 2,000 |
AURUBIS AG |
76.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JF0Q8A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
76.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
08/01/2025 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
0.25 |
| Time value: |
0.58 |
| Break-even: |
67.70 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.20 |
| Spread %: |
31.75% |
| Delta: |
-0.50 |
| Theta: |
-0.05 |
| Omega: |
-4.40 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| 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: |
|
- |