JP Morgan Put 90 AEP 20.06.2025
/ DE000JV2QM06
JP Morgan Put 90 AEP 20.06.2025/ DE000JV2QM06 /
| 1/10/2025 10:42:27 AM |
Chg.-0.030 |
Bid6:59:09 PM |
Ask6:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
0.470
Bid Size: 75,000 |
0.490
Ask Size: 75,000 |
American Electric Po... |
90.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JV2QM0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
10/11/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.22 |
| Time value: |
0.51 |
| Break-even: |
82.26 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
20.45% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-6.71 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.16% |
| 1 Month |
|
|
+9.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.420 |
| 1M High / 1M Low: |
0.600 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.560 |
| Low (YTD): |
1/6/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |