JP Morgan Put 40 VZ 21.02.2025
/ DE000JF1RRA9
JP Morgan Put 40 VZ 21.02.2025/ DE000JF1RRA9 /
| 1/23/2025 9:31:21 AM |
Chg.+0.010 |
Bid8:27:12 PM |
Ask8:27:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
0.140
Bid Size: 250,000 |
0.150
Ask Size: 250,000 |
Verizon Communicatio... |
40.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JF1RRA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.10 |
| Time value: |
0.05 |
| Break-even: |
36.90 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-15.34 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.140 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/13/2025 |
0.240 |
| Low (YTD): |
1/6/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |