JP Morgan Put 130 JNJ 21.02.2025
/ DE000JF1DKE6
JP Morgan Put 130 JNJ 21.02.2025/ DE000JF1DKE6 /
| 1/10/2025 11:53:07 AM |
Chg.-0.004 |
Bid4:23:33 PM |
Ask4:23:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-5.13% |
0.071
Bid Size: 75,000 |
0.081
Ask Size: 75,000 |
Johnson and Johnson |
130.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JF1DKE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-118.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
-1.19 |
| Time value: |
0.12 |
| Break-even: |
125.09 |
| Moneyness: |
0.91 |
| Premium: |
0.09 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.04 |
| Spread %: |
57.89% |
| Delta: |
-0.16 |
| Theta: |
-0.04 |
| Omega: |
-18.66 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+23.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.056 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.078 |
| Low (YTD): |
1/2/2025 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| 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: |
|
- |