JP Morgan Put 85 AEP 16.05.2025
/ DE000JV2L495
JP Morgan Put 85 AEP 16.05.2025/ DE000JV2L495 /
| 1/9/2025 11:16:57 AM |
Chg.- |
Bid9:01:51 AM |
Ask9:01:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.230
Bid Size: 5,000 |
0.270
Ask Size: 5,000 |
American Electric Po... |
85.00 USD |
5/16/2025 |
Put |
Master data
| WKN: |
JV2L49 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
10/11/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-0.70 |
| Time value: |
0.29 |
| Break-even: |
79.51 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
-0.27 |
| Theta: |
-0.02 |
| Omega: |
-8.37 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.220 |
| 1M High / 1M Low: |
0.360 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.310 |
| Low (YTD): |
1/6/2025 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |