JP Morgan Put 68 BNR 21.03.2025
/ DE000JT9ZNM3
JP Morgan Put 68 BNR 21.03.2025/ DE000JT9ZNM3 /
| 1/3/2025 1:12:09 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
68.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
JT9ZNM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
8/30/2024 |
| Last trading day: |
1/3/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.01 |
| Time value: |
0.01 |
| Break-even: |
57.80 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-4.99 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.99 |
| High: |
1.00 |
| Low: |
0.99 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.66% |
| 3 Months |
|
|
+40.85% |
| YTD |
|
|
+3.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.00 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.00 |
| Low (YTD): |
1/2/2025 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |