JP Morgan Put 310 CAT 15.01.2027
/ DE000JF02WJ6
JP Morgan Put 310 CAT 15.01.2027/ DE000JF02WJ6 /
| 23/01/2025 11:37:14 |
Chg.- |
Bid10:20:48 |
Ask10:20:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
- |
1.76
Bid Size: 1,000 |
3.26
Ask Size: 1,000 |
Caterpillar Inc |
310.00 USD |
15/01/2027 |
Put |
Master data
| WKN: |
JF02WJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
310.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
19/12/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-9.26 |
| Time value: |
3.14 |
| Break-even: |
266.23 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
1.44 |
| Spread %: |
84.75% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-2.41 |
| Rho: |
-2.12 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-30.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
-28.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.87 |
| 1M High / 1M Low: |
3.04 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
3.04 |
| Low (YTD): |
22/01/2025 |
1.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |