JP Morgan Put 57 UNVB 21.03.2025
/ DE000JT5Y412
JP Morgan Put 57 UNVB 21.03.2025/ DE000JT5Y412 /
| 1/10/2025 10:49:08 AM |
Chg.+0.030 |
Bid5:37:32 PM |
Ask5:37:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+9.09% |
0.360
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
UNILEVER PLC LS-,0... |
57.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT5Y41 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
57.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
0.13 |
| Break-even: |
53.40 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-9.12 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.280 |
| 1M High / 1M Low: |
0.400 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.400 |
| Low (YTD): |
1/3/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |