JP Morgan Put 22 GEN 17.01.2025
/ DE000JB8JU92
JP Morgan Put 22 GEN 17.01.2025/ DE000JB8JU92 /
| 31/05/2024 09:38:25 |
Chg.-0.010 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
22.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB8JU9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
-0.26 |
| Time value: |
0.17 |
| Break-even: |
18.62 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-3.83 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-55.26% |
| 3 Months |
|
|
-46.88% |
| YTD |
|
|
-41.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.390 |
0.160 |
| 6M High / 6M Low: |
0.390 |
0.160 |
| High (YTD): |
07/05/2024 |
0.390 |
| Low (YTD): |
28/05/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.47% |
| Volatility 6M: |
|
93.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
