JP Morgan Put 90 MRK 21.02.2025
/ DE000JV79VK1
JP Morgan Put 90 MRK 21.02.2025/ DE000JV79VK1 /
| 10/01/2025 09:10:01 |
Chg.-0.004 |
Bid17:32:30 |
Ask17:32:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-5.06% |
0.082
Bid Size: 75,000 |
0.092
Ask Size: 75,000 |
Merck and Co Inc |
90.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JV79VK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
04/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-90.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-0.96 |
| Time value: |
0.11 |
| Break-even: |
86.34 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.03 |
| Spread %: |
46.67% |
| Delta: |
-0.17 |
| Theta: |
-0.03 |
| Omega: |
-15.11 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.071 |
| 1M High / 1M Low: |
0.160 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
0.100 |
| Low (YTD): |
08/01/2025 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |