JP Morgan Put 64 BSN 21.02.2025
/ DE000JV9HSY1
JP Morgan Put 64 BSN 21.02.2025/ DE000JV9HSY1 /
| 1/23/2025 2:17:00 PM |
Chg.+0.001 |
Bid9:12:50 PM |
Ask9:12:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+1.82% |
0.061
Bid Size: 7,500 |
0.150
Ask Size: 7,500 |
DANONE S.A. EO -,25 |
64.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
JV9HSY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-38.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.13 |
| Parity: |
-0.12 |
| Time value: |
0.17 |
| Break-even: |
62.30 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.10 |
| Spread %: |
153.73% |
| Delta: |
-0.39 |
| Theta: |
-0.04 |
| Omega: |
-15.07 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.27% |
| 1 Month |
|
|
-56.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
-44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.055 |
| 1M High / 1M Low: |
0.130 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
0.130 |
| Low (YTD): |
1/22/2025 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |