JP Morgan Put 26 SGM 17.01.2025
/ DE000JV3HSC0
JP Morgan Put 26 SGM 17.01.2025/ DE000JV3HSC0 /
| 09/01/2025 12:15:12 |
Chg.+0.060 |
Bid16:23:09 |
Ask16:23:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+54.55% |
0.170
Bid Size: 250,000 |
0.180
Ask Size: 250,000 |
STMICROELECTRONICS |
26.00 EUR |
17/01/2025 |
Put |
Master data
| WKN: |
JV3HSC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.35 |
| Parity: |
0.13 |
| Time value: |
0.09 |
| Break-even: |
23.80 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
4.12 |
| Spread abs.: |
0.05 |
| Spread %: |
29.41% |
| Delta: |
-0.61 |
| Theta: |
-0.08 |
| Omega: |
-6.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.110 |
| 1M High / 1M Low: |
0.300 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
0.280 |
| Low (YTD): |
08/01/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |