JP Morgan Put 78 NDA 21.03.2025
/ DE000JT0K6R4
JP Morgan Put 78 NDA 21.03.2025/ DE000JT0K6R4 /
| 1/24/2025 5:19:56 PM |
Chg.-0.070 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-9.72% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
78.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT0K6R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
78.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
0.41 |
| Time value: |
0.48 |
| Break-even: |
69.20 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.20 |
| Spread %: |
29.41% |
| Delta: |
-0.54 |
| Theta: |
-0.06 |
| Omega: |
-4.56 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.620 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.56% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
-41.44% |
| YTD |
|
|
+3.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
0.870 |
0.570 |
| 6M High / 6M Low: |
1.750 |
0.450 |
| High (YTD): |
1/14/2025 |
0.870 |
| Low (YTD): |
1/20/2025 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.01% |
| Volatility 6M: |
|
152.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |