JP Morgan Put 95 AEP 18.06.2026/  DE000JV18JR9  /

EUWAX
1/24/2025  10:37:05 AM Chg.-0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.910EUR -3.19% -
Bid Size: -
-
Ask Size: -
American Electric Po... 95.00 USD 6/18/2026 Put
 

Master data

WKN: JV18JR
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: 6/18/2026
Issue date: 10/17/2024
Last trading day: 6/17/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.27
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -0.24
Time value: 1.01
Break-even: 81.11
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 10.99%
Delta: -0.36
Theta: -0.01
Omega: -3.33
Rho: -0.61
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.15%
1 Month
  -21.55%
3 Months
  -3.19%
YTD
  -19.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.900
1M High / 1M Low: 1.210 0.900
6M High / 6M Low: - -
High (YTD): 1/7/2025 1.210
Low (YTD): 1/22/2025 0.900
52W High: - -
52W Low: - -
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   1.052
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -