JP Morgan Put 180 BIIB 17.04.2025
/ DE000JT60X32
JP Morgan Put 180 BIIB 17.04.2025/ DE000JT60X32 /
| 1/10/2025 8:40:22 AM |
Chg.+0.02 |
Bid4:20:09 PM |
Ask4:20:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
+0.64% |
3.30
Bid Size: 50,000 |
3.32
Ask Size: 50,000 |
Biogen Inc |
180.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT60X3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
2.84 |
| Time value: |
0.38 |
| Break-even: |
142.57 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
4.73% |
| Delta: |
-0.73 |
| Theta: |
-0.05 |
| Omega: |
-3.30 |
| Rho: |
-0.37 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.16 |
| Previous Close: |
3.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.94% |
| 1 Month |
|
|
+10.10% |
| 3 Months |
|
|
+122.54% |
| YTD |
|
|
+1.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.90 |
| 1M High / 1M Low: |
3.59 |
2.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
3.19 |
| Low (YTD): |
1/7/2025 |
2.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |