JP Morgan Put 185 PEP 17.01.2025
/ DE000JL1P7M4
JP Morgan Put 185 PEP 17.01.2025/ DE000JL1P7M4 /
| 2024-06-14 8:58:52 AM |
Chg.+0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+0.50% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
185.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL1P7M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
185.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
3.20 |
| Time value: |
-1.09 |
| Break-even: |
163.90 |
| Moneyness: |
1.21 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
4.98% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.65% |
| 1 Month |
|
|
+97.06% |
| 3 Months |
|
|
+3.61% |
| YTD |
|
|
+11.05% |
| 1 Year |
|
|
+62.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.48 |
| 1M High / 1M Low: |
2.01 |
0.84 |
| 6M High / 6M Low: |
2.07 |
0.84 |
| High (YTD): |
2024-01-22 |
2.07 |
| Low (YTD): |
2024-05-17 |
0.84 |
| 52W High: |
2023-10-06 |
2.92 |
| 52W Low: |
2024-05-17 |
0.84 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
182.76% |
| Volatility 6M: |
|
123.91% |
| Volatility 1Y: |
|
110.39% |
| Volatility 3Y: |
|
- |
