JP Morgan Put 2100 MELI 21.03.2025
/ DE000JV1GNH6
JP Morgan Put 2100 MELI 21.03.202.../ DE000JV1GNH6 /
| 1/23/2025 11:46:26 AM |
Chg.+0.14 |
Bid7:46:02 PM |
Ask7:46:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
+5.19% |
2.81
Bid Size: 25,000 |
2.84
Ask Size: 25,000 |
MercadoLibre Inc |
2,100.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JV1GNH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,100.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/16/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
2.57 |
| Time value: |
0.29 |
| Break-even: |
1,757.55 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
3.52% |
| Delta: |
-0.76 |
| Theta: |
-0.62 |
| Omega: |
-4.73 |
| Rho: |
-2.79 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.07% |
| 1 Month |
|
|
-23.24% |
| 3 Months |
|
|
+53.51% |
| YTD |
|
|
-23.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.70 |
| 1M High / 1M Low: |
3.79 |
2.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
3.79 |
| Low (YTD): |
1/22/2025 |
2.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |