JP Morgan Put 165 AIL 21.03.2025
/ DE000JT22DH9
JP Morgan Put 165 AIL 21.03.2025/ DE000JT22DH9 /
| 1/9/2025 10:40:35 AM |
Chg.+0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+3.33% |
-
Bid Size: - |
-
Ask Size: - |
AIR LIQUIDE INH. EO ... |
165.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT22DH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR LIQUIDE INH. EO 5,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
0.47 |
| Break-even: |
152.90 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.30 |
| Spread %: |
32.97% |
| Delta: |
-0.59 |
| Theta: |
-0.05 |
| Omega: |
-7.73 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.13% |
| 1 Month |
|
|
+29.17% |
| 3 Months |
|
|
+40.91% |
| YTD |
|
|
-14.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.900 |
| 1M High / 1M Low: |
1.260 |
0.720 |
| 6M High / 6M Low: |
1.260 |
0.420 |
| High (YTD): |
1/2/2025 |
1.150 |
| Low (YTD): |
1/8/2025 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.986 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.798 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.08% |
| Volatility 6M: |
|
162.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |