JP Morgan Put 210 BIIB 17.04.2025
/ DE000JT8QLZ0
JP Morgan Put 210 BIIB 17.04.2025/ DE000JT8QLZ0 /
| 1/10/2025 10:54:05 AM |
Chg.+0.07 |
Bid4:12:09 PM |
Ask4:12:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.83EUR |
+1.22% |
6.01
Bid Size: 30,000 |
-
Ask Size: - |
Biogen Inc |
210.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT8QLZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/23/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.75 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
5.75 |
| Time value: |
0.01 |
| Break-even: |
146.35 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.07 |
| Spread %: |
-1.20% |
| Delta: |
-0.89 |
| Theta: |
-0.02 |
| Omega: |
-2.27 |
| Rho: |
-0.50 |
Quote data
| Open: |
5.83 |
| High: |
5.83 |
| Low: |
5.83 |
| Previous Close: |
5.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.17% |
| 1 Month |
|
|
+11.69% |
| 3 Months |
|
|
+87.46% |
| YTD |
|
|
+2.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.82 |
5.41 |
| 1M High / 1M Low: |
6.24 |
5.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
5.82 |
| Low (YTD): |
1/7/2025 |
5.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |