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JP Morgan Put 68 NDA 21.03.2025/  DE000JF0Q886  /

EUWAX
1/10/2025  11:30:23 AM Chg.0.000 Bid1:02:36 PM Ask1:02:36 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% 0.290
Bid Size: 2,000		 0.390
Ask Size: 2,000		 AURUBIS AG 68.00 EUR 3/21/2025 Put
 

Master data

WKN: JF0Q88
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 68.00 EUR
Maturity: 3/21/2025
Issue date: 1/8/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.00
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.37
Parity: -0.55
Time value: 0.49
Break-even: 63.10
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.99
Spread abs.: 0.20
Spread %: 68.97%
Delta: -0.33
Theta: -0.05
Omega: -4.92
Rho: -0.06
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -