JP Morgan Put 92 GILD 21.02.2025
/ DE000JV4VH53
JP Morgan Put 92 GILD 21.02.2025/ DE000JV4VH53 /
| 1/23/2025 11:19:49 AM |
Chg.-0.020 |
Bid5:36:40 PM |
Ask5:36:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.230
Bid Size: 125,000 |
0.240
Ask Size: 125,000 |
Gilead Sciences Inc |
92.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JV4VH5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-0.10 |
| Time value: |
0.22 |
| Break-even: |
86.19 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.42 |
| Theta: |
-0.04 |
| Omega: |
-16.91 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
-38.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
-19.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.230 |
| 1M High / 1M Low: |
0.460 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.460 |
| Low (YTD): |
1/22/2025 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |