JP Morgan Put 46 SLB 16.05.2025
/ DE000JV3A249
JP Morgan Put 46 SLB 16.05.2025/ DE000JV3A249 /
| 1/24/2025 10:24:50 AM |
Chg.-0.040 |
Bid3:29:22 PM |
Ask3:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Schlumberger Ltd |
46.00 USD |
5/16/2025 |
Put |
Master data
| WKN: |
JV3A24 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
10/9/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.38 |
| Time value: |
0.12 |
| Break-even: |
39.16 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-5.21 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-42.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.340 |
| 1M High / 1M Low: |
0.850 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.790 |
| Low (YTD): |
1/21/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |