JP Morgan Put 90 AEP 16.05.2025
/ DE000JV2L487
JP Morgan Put 90 AEP 16.05.2025/ DE000JV2L487 /
| 09/01/2025 11:16:57 |
Chg.- |
Bid08:52:04 |
Ask08:52:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
90.00 USD |
16/05/2025 |
Put |
Master data
| WKN: |
JV2L48 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
11/10/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.22 |
| Time value: |
0.47 |
| Break-even: |
82.61 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
9.09% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-7.44 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.27% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
-4.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.370 |
| 1M High / 1M Low: |
0.550 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.510 |
| Low (YTD): |
06/01/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |