JP Morgan Put 30 DY6 20.06.2025
/ DE000JB2P8F6
JP Morgan Put 30 DY6 20.06.2025/ DE000JB2P8F6 /
| 6/13/2024 10:49:34 AM |
Chg.+0.006 |
Bid7:06:47 PM |
Ask7:06:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+8.82% |
0.081
Bid Size: 125,000 |
0.096
Ask Size: 125,000 |
DEVON ENERGY CORP. D... |
30.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
JB2P8F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEVON ENERGY CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-1.33 |
| Time value: |
0.12 |
| Break-even: |
28.80 |
| Moneyness: |
0.69 |
| Premium: |
0.34 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
62.16% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-4.18 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-3.90% |
| 3 Months |
|
|
-50.67% |
| YTD |
|
|
-67.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.068 |
| 1M High / 1M Low: |
0.085 |
0.065 |
| 6M High / 6M Low: |
0.310 |
0.065 |
| High (YTD): |
1/19/2024 |
0.310 |
| Low (YTD): |
6/3/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.68% |
| Volatility 6M: |
|
99.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
