JP Morgan Put 295 ALV 17.01.2025
/ DE000JV2EXD7
JP Morgan Put 295 ALV 17.01.2025/ DE000JV2EXD7 /
| 1/9/2025 10:20:56 AM |
Chg.+0.033 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+34.02% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
295.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
JV2EXD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
295.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/23/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-143.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
-0.66 |
| Time value: |
0.21 |
| Break-even: |
292.90 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
2.66 |
| Spread abs.: |
0.10 |
| Spread %: |
90.91% |
| Delta: |
-0.28 |
| Theta: |
-0.24 |
| Omega: |
-39.83 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.17% |
| 1 Month |
|
|
-65.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
-63.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.097 |
| 1M High / 1M Low: |
0.570 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.310 |
| Low (YTD): |
1/8/2025 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |