JP Morgan Put 116 BEI 21.03.2025
/ DE000JT5BN78
JP Morgan Put 116 BEI 21.03.2025/ DE000JT5BN78 /
| 1/10/2025 8:34:58 AM |
Chg.-0.010 |
Bid11:43:08 AM |
Ask11:43:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.130
Bid Size: 20,000 |
0.140
Ask Size: 20,000 |
BEIERSDORF AG O.N. |
116.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT5BN7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
116.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-71.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-1.21 |
| Time value: |
0.18 |
| Break-even: |
114.20 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.07 |
| Spread %: |
63.64% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-13.41 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.62% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-42.11% |
| YTD |
|
|
-47.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.430 |
0.120 |
| High (YTD): |
1/7/2025 |
0.220 |
| Low (YTD): |
1/9/2025 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.48% |
| Volatility 6M: |
|
199.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |