JP Morgan Put 1420 1N8 21.02.2025
/ DE000JV8XRH7
JP Morgan Put 1420 1N8 21.02.2025/ DE000JV8XRH7 /
| 1/22/2025 10:52:39 AM |
Chg.- |
Bid10:30:08 AM |
Ask10:30:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
- |
0.520
Bid Size: 75,000 |
0.530
Ask Size: 75,000 |
ADYEN N.V. E... |
1,420.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
JV8XRH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,420.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.41 |
| Parity: |
-0.87 |
| Time value: |
0.74 |
| Break-even: |
1,346.00 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
2.58 |
| Spread abs.: |
0.20 |
| Spread %: |
37.04% |
| Delta: |
-0.34 |
| Theta: |
-1.81 |
| Omega: |
-6.92 |
| Rho: |
-0.47 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.70% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
-38.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.550 |
| 1M High / 1M Low: |
1.030 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
1.030 |
| Low (YTD): |
1/22/2025 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |