JP Morgan Put 21575 NDX.X 10.01.2025
/ DE000JF0E2T6
JP Morgan Put 21575 NDX.X 10.01.2.../ DE000JF0E2T6 /
| 1/9/2025 2:16:40 PM |
Chg.-0.08 |
Bid3:30:08 PM |
Ask3:30:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.12EUR |
-1.90% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
21,575.00 USD |
1/10/2025 |
Put |
Master data
| WKN: |
JF0E2T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
21,575.00 USD |
| Maturity: |
1/10/2025 |
| Issue date: |
1/2/2025 |
| Last trading day: |
1/9/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-51.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
3.82 |
| Time value: |
0.15 |
| Break-even: |
20,522.91 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.19 |
| Spread %: |
5.14% |
| Delta: |
-0.89 |
| Theta: |
-27.29 |
| Omega: |
-46.09 |
| Rho: |
-0.51 |
Quote data
| Open: |
4.44 |
| High: |
4.44 |
| Low: |
4.12 |
| Previous Close: |
4.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.32% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.79 |
1.65 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |