JP Morgan Put 135 A 17.01.2025
/ DE000JB97390
JP Morgan Put 135 A 17.01.2025/ DE000JB97390 /
2024-09-20 10:51:32 AM |
Chg.-0.060 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-11.32% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
135.00 USD |
2025-01-17 |
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: |
2025-01-17 |
Issue date: |
2023-12-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-0.46 |
Time value: |
0.57 |
Break-even: |
115.23 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.05 |
Spread %: |
9.62% |
Delta: |
-0.36 |
Theta: |
-0.03 |
Omega: |
-7.86 |
Rho: |
-0.16 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.85% |
1 Month |
|
|
-14.55% |
3 Months |
|
|
-53.92% |
YTD |
|
|
-61.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.470 |
1M High / 1M Low: |
0.680 |
0.470 |
6M High / 6M Low: |
1.320 |
0.470 |
High (YTD): |
2024-01-17 |
1.660 |
Low (YTD): |
2024-09-20 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.582 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.860 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.42% |
Volatility 6M: |
|
159.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |