JP Morgan Put 12 F 17.01.2025
/ DE000JK3HD67
JP Morgan Put 12 F 17.01.2025/ DE000JK3HD67 /
| 2024-05-28 10:09:19 AM |
Chg.+0.020 |
Bid7:23:13 PM |
Ask7:23:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+2.08% |
1.120
Bid Size: 75,000 |
1.140
Ask Size: 75,000 |
Ford Motor Company |
12.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK3HD6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.15 |
| Time value: |
1.07 |
| Break-even: |
9.98 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
10.31% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-4.10 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-33.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.960 |
| 1M High / 1M Low: |
1.120 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
