JP Morgan Put 95 AEP 16.05.2025
/ DE000JV2L479
JP Morgan Put 95 AEP 16.05.2025/ DE000JV2L479 /
| 1/24/2025 11:21:47 AM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
95.00 USD |
5/16/2025 |
Put |
Master data
| WKN: |
JV2L47 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
10/11/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.30 |
| Time value: |
0.41 |
| Break-even: |
86.42 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-8.38 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
-37.31% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
-39.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.770 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.770 |
| Low (YTD): |
1/22/2025 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |