JP Morgan Put 90 GILD 31.01.2025
/ DE000JF1HT53
JP Morgan Put 90 GILD 31.01.2025/ DE000JF1HT53 /
| 1/24/2025 10:49:23 AM |
Chg.+0.002 |
Bid11:58:12 AM |
Ask11:58:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+2.74% |
0.087
Bid Size: 3,000 |
0.097
Ask Size: 3,000 |
Gilead Sciences Inc |
90.00 USD |
1/31/2025 |
Put |
Master data
| WKN: |
JF1HT5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
1/31/2025 |
| Issue date: |
1/6/2025 |
| Last trading day: |
1/30/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-99.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
0.09 |
| Break-even: |
85.51 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
7.31 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.28 |
| Theta: |
-0.12 |
| Omega: |
-27.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.073 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |