JP Morgan Put 135 A 17.01.2025
/ DE000JB97390
JP Morgan Put 135 A 17.01.2025/ DE000JB97390 /
| 20/06/2024 10:57:18 |
Chg.+0.010 |
Bid14:56:01 |
Ask14:56:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+1.03% |
0.980
Bid Size: 3,000 |
1.030
Ask Size: 3,000 |
Agilent Technologies |
135.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB9739 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.01 |
| Time value: |
1.08 |
| Break-even: |
114.72 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
10.10% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-4.82 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.03% |
| 1 Month |
|
|
+88.46% |
| 3 Months |
|
|
+25.64% |
| YTD |
|
|
-20.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.970 |
| 1M High / 1M Low: |
1.140 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/01/2024 |
1.660 |
| Low (YTD): |
22/05/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
