JP Morgan Put 370 CAT 15.01.2027
/ DE000JF02WQ1
JP Morgan Put 370 CAT 15.01.2027/ DE000JF02WQ1 /
| 1/23/2025 11:37:14 AM |
Chg.+0.03 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
+0.82% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
370.00 USD |
1/15/2027 |
Put |
Master data
| WKN: |
JF02WQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-2.65 |
| Time value: |
5.18 |
| Break-even: |
303.70 |
| Moneyness: |
0.93 |
| Premium: |
0.21 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
1.50 |
| Spread %: |
40.76% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-2.27 |
| Rho: |
-3.35 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.90% |
| 1 Month |
|
|
-26.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
-26.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.55 |
3.66 |
| 1M High / 1M Low: |
5.65 |
3.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
5.65 |
| Low (YTD): |
1/22/2025 |
3.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |