JP Morgan Put 64 BNR 21.03.2025
/ DE000JT00297
JP Morgan Put 64 BNR 21.03.2025/ DE000JT00297 /
| 1/24/2025 5:18:17 PM |
Chg.-0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
64.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT0029 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.61 |
| Time value: |
0.10 |
| Break-even: |
56.90 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
7.58% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-5.91 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
-2.94% |
| 3 Months |
|
|
+40.43% |
| YTD |
|
|
+8.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.660 |
| 1M High / 1M Low: |
0.910 |
0.600 |
| 6M High / 6M Low: |
0.910 |
0.260 |
| High (YTD): |
1/14/2025 |
0.910 |
| Low (YTD): |
1/7/2025 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.65% |
| Volatility 6M: |
|
199.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |