JP Morgan Put 105 SQU 17.01.2025
/ DE000JV3EGD0
JP Morgan Put 105 SQU 17.01.2025/ DE000JV3EGD0 /
| 1/9/2025 10:24:15 AM |
Chg.+0.080 |
Bid5:10:05 PM |
Ask5:10:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+16.67% |
0.470
Bid Size: 50,000 |
0.480
Ask Size: 50,000 |
VINCI S.A. INH. EO... |
105.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
JV3EGD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/23/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
0.20 |
| Break-even: |
97.70 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.20 |
| Spread %: |
37.74% |
| Delta: |
-0.67 |
| Theta: |
-0.23 |
| Omega: |
-9.16 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
-3.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.410 |
| 1M High / 1M Low: |
0.790 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.630 |
| Low (YTD): |
1/7/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |