JP Morgan Put 80 NDA 21.03.2025
/ DE000JT0K6X2
JP Morgan Put 80 NDA 21.03.2025/ DE000JT0K6X2 /
| 1/24/2025 5:19:57 PM |
Chg.-0.070 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-8.24% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT0K6X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
0.61 |
| Time value: |
0.41 |
| Break-even: |
69.90 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.20 |
| Spread %: |
24.69% |
| Delta: |
-0.59 |
| Theta: |
-0.05 |
| Omega: |
-4.30 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.740 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
+1.30% |
| 3 Months |
|
|
-37.60% |
| YTD |
|
|
+5.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
1.010 |
0.680 |
| 6M High / 6M Low: |
1.910 |
0.520 |
| High (YTD): |
1/14/2025 |
1.010 |
| Low (YTD): |
1/20/2025 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.16% |
| Volatility 6M: |
|
146.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |