JP Morgan Put 310 ADP 21.02.2025
/ DE000JV36L33
JP Morgan Put 310 ADP 21.02.2025/ DE000JV36L33 /
| 1/10/2025 10:27:15 AM |
Chg.-0.05 |
Bid4:16:21 PM |
Ask4:16:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
-2.31% |
2.32
Bid Size: 30,000 |
2.34
Ask Size: 30,000 |
Automatic Data Proce... |
310.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JV36L3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
1.76 |
| Time value: |
0.42 |
| Break-even: |
279.27 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
4.31% |
| Delta: |
-0.70 |
| Theta: |
-0.10 |
| Omega: |
-9.07 |
| Rho: |
-0.25 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+8.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
+13.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.03 |
| 1M High / 1M Low: |
2.46 |
1.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
2.46 |
| Low (YTD): |
1/2/2025 |
1.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |