JP Morgan Put 78 NDA 17.04.2025
/ DE000JF20QL6
JP Morgan Put 78 NDA 17.04.2025/ DE000JF20QL6 /
| 1/24/2025 4:11:49 PM |
Chg.-0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-3.66% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
78.00 EUR |
4/17/2025 |
Put |
Master data
| WKN: |
JF20QL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
4/17/2025 |
| Issue date: |
1/22/2025 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
0.48 |
| Time value: |
0.51 |
| Break-even: |
68.10 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.20 |
| Spread %: |
25.32% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-3.99 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.740 |
| High: |
0.790 |
| Low: |
0.740 |
| Previous Close: |
0.820 |
| 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: |
|
- |