JP Morgan Put 106 MRVL 21.03.2025
/ DE000JF0L5T0
JP Morgan Put 106 MRVL 21.03.2025/ DE000JF0L5T0 /
| 1/24/2025 10:56:54 AM |
Chg.-0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
106.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JF0L5T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
106.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/8/2025 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.53 |
| Parity: |
-1.72 |
| Time value: |
0.34 |
| Break-even: |
97.57 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.06 |
| Spread %: |
20.00% |
| Delta: |
-0.20 |
| Theta: |
-0.07 |
| Omega: |
-7.04 |
| Rho: |
-0.04 |
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 |
|
|
-39.53% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| 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: |
|
- |