JP Morgan Put 225 IBM 21.02.2025
/ DE000JV857J9
JP Morgan Put 225 IBM 21.02.2025/ DE000JV857J9 /
| 1/24/2025 10:53:50 AM |
Chg.-0.170 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-16.35% |
-
Bid Size: - |
-
Ask Size: - |
International Busine... |
225.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JV857J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
225.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.20 |
| Parity: |
0.02 |
| Time value: |
0.88 |
| Break-even: |
205.44 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.47 |
| Theta: |
-0.16 |
| Omega: |
-11.35 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.35% |
| 1 Month |
|
|
-20.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
-20.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.870 |
| 1M High / 1M Low: |
1.410 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
1.410 |
| Low (YTD): |
1/24/2025 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |