JP Morgan Put 94 MRVL 21.03.2025
/ DE000JF0JRG5
JP Morgan Put 94 MRVL 21.03.2025/ DE000JF0JRG5 /
| 1/24/2025 10:56:52 AM |
Chg.-0.015 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-13.64% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
94.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JF0JRG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/8/2025 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.53 |
| Parity: |
-2.86 |
| Time value: |
0.18 |
| Break-even: |
87.76 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
3.57 |
| Spread abs.: |
0.08 |
| Spread %: |
72.73% |
| Delta: |
-0.11 |
| Theta: |
-0.05 |
| Omega: |
-7.20 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.089 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| 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: |
|
- |