JP Morgan Put 145 PEP 21.02.2025
/ DE000JV8D6J8
JP Morgan Put 145 PEP 21.02.2025/ DE000JV8D6J8 /
| 1/22/2025 10:51:45 AM |
Chg.0.000 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
PepsiCo Inc |
145.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JV8D6J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.34 |
| Time value: |
0.20 |
| Break-even: |
137.35 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-23.30 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.57% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.180 |
| 1M High / 1M Low: |
0.500 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.500 |
| Low (YTD): |
1/2/2025 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |