JP Morgan Put 98 MRVL 21.03.2025/  DE000JF0L5Q6  /

EUWAX
1/24/2025  10:56:54 AM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.140EUR -12.50% -
Bid Size: -
-
Ask Size: -
Marvell Technology I... 98.00 USD 3/21/2025 Put
 

Master data

WKN: JF0L5Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Put
Strike price: 98.00 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: -53.92
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.53
Parity: -2.48
Time value: 0.22
Break-even: 91.19
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 2.92
Spread abs.: 0.07
Spread %: 43.75%
Delta: -0.13
Theta: -0.06
Omega: -7.26
Rho: -0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
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:   -