JP Morgan Put 70 NDA 17.04.2025
/ DE000JF20QB7
JP Morgan Put 70 NDA 17.04.2025/ DE000JF20QB7 /
| 24/01/2025 16:11:49 |
Chg.-0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
17/04/2025 |
Put |
Master data
| WKN: |
JF20QB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
17/04/2025 |
| Issue date: |
22/01/2025 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
-0.32 |
| Time value: |
0.60 |
| Break-even: |
64.00 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.20 |
| Spread %: |
50.00% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-4.55 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| 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: |
|
- |