JP Morgan Put 132 BEI 21.03.2025
/ DE000JT08MC0
JP Morgan Put 132 BEI 21.03.2025/ DE000JT08MC0 /
| 1/10/2025 9:00:37 AM |
Chg.-0.040 |
Bid1:02:17 PM |
Ask1:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-5.88% |
0.720
Bid Size: 25,000 |
0.730
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
132.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT08MC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
132.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.39 |
| Time value: |
0.32 |
| Break-even: |
124.90 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
-0.57 |
| Theta: |
-0.03 |
| Omega: |
-10.34 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.02% |
| 1 Month |
|
|
-30.43% |
| 3 Months |
|
|
+6.67% |
| YTD |
|
|
-34.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.680 |
| 1M High / 1M Low: |
1.090 |
0.680 |
| 6M High / 6M Low: |
1.230 |
0.460 |
| High (YTD): |
1/6/2025 |
1.050 |
| Low (YTD): |
1/9/2025 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.937 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.58% |
| Volatility 6M: |
|
148.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |