JP Morgan Put 90 GILD 31.01.2025
/ DE000JF1HT53
JP Morgan Put 90 GILD 31.01.2025/ DE000JF1HT53 /
| 1/23/2025 10:47:38 AM |
Chg.- |
Bid8:23:10 AM |
Ask8:23:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
- |
0.081
Bid Size: 25,000 |
0.091
Ask Size: 25,000 |
Gilead Sciences Inc |
90.00 USD |
1/31/2025 |
Put |
Master data
| WKN: |
JF1HT5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
1/31/2025 |
| Issue date: |
1/6/2025 |
| Last trading day: |
1/30/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
-0.29 |
| Time value: |
0.09 |
| Break-even: |
85.55 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
5.82 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
-0.27 |
| Theta: |
-0.11 |
| Omega: |
-26.63 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.073 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |