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JP Morgan Put 76 NDA 21.03.2025/  DE000JF0Q8A9  /

EUWAX
1/9/2025  6:22:35 PM Chg.- Bid8:48:28 AM Ask8:48:28 AM Underlying Strike price Expiration date Option type
0.630EUR - 0.640
Bid Size: 2,000		 0.840
Ask Size: 2,000		 AURUBIS AG 76.00 EUR 3/21/2025 Put
 

Master data

WKN: JF0Q8A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 76.00 EUR
Maturity: 3/21/2025
Issue date: 1/8/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.95
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.26
Implied volatility: 0.54
Historic volatility: 0.37
Parity: 0.26
Time value: 0.56
Break-even: 67.80
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.46
Spread abs.: 0.20
Spread %: 32.26%
Delta: -0.50
Theta: -0.05
Omega: -4.49
Rho: -0.09
 

Quote data

Open: 0.590
High: 0.630
Low: 0.590
Previous Close: 0.620
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:   -