JP Morgan Put 250 ADP 17.01.2025
/ DE000JL7HBJ4
JP Morgan Put 250 ADP 17.01.2025/ DE000JL7HBJ4 /
| 2024-05-30 11:17:03 AM |
Chg.+0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
+5.19% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
250.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL7HBJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.92 |
| Time value: |
1.17 |
| Break-even: |
210.63 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
-0.49 |
| Theta: |
-0.03 |
| Omega: |
-5.22 |
| Rho: |
-0.82 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.51% |
| 1 Month |
|
|
-1.76% |
| 3 Months |
|
|
+8.78% |
| YTD |
|
|
-27.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.61 |
| 1M High / 1M Low: |
2.27 |
1.61 |
| 6M High / 6M Low: |
3.30 |
1.61 |
| High (YTD): |
2024-01-05 |
3.04 |
| Low (YTD): |
2024-05-23 |
1.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.16% |
| Volatility 6M: |
|
74.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
