JP Morgan Put 155 BIIB 20.06.2025
/ DE000JV76KM6
JP Morgan Put 155 BIIB 20.06.2025/ DE000JV76KM6 /
| 1/10/2025 8:23:02 AM |
Chg.+0.03 |
Bid3:56:10 PM |
Ask3:56:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+1.73% |
1.84
Bid Size: 50,000 |
1.86
Ask Size: 50,000 |
Biogen Inc |
155.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JV76KM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
1.43 |
| Break-even: |
132.08 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
8.57% |
| Delta: |
-0.46 |
| Theta: |
-0.05 |
| Omega: |
-3.66 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.30% |
| 1 Month |
|
|
+5.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
-1.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.59 |
| 1M High / 1M Low: |
2.25 |
1.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.82 |
| Low (YTD): |
1/7/2025 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |