JP Morgan Put 35 MO 17.01.2025
/ DE000JB2TEF4
JP Morgan Put 35 MO 17.01.2025/ DE000JB2TEF4 /
| 2024-05-30 10:17:25 AM |
Chg.+0.005 |
Bid4:10:49 PM |
Ask4:10:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+13.51% |
0.039
Bid Size: 125,000 |
0.049
Ask Size: 125,000 |
Altria Group Inc |
35.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB2TEF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-88.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-0.94 |
| Time value: |
0.05 |
| Break-even: |
31.93 |
| Moneyness: |
0.78 |
| Premium: |
0.24 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-8.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.48% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
-72.00% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.031 |
| 1M High / 1M Low: |
0.056 |
0.031 |
| 6M High / 6M Low: |
0.210 |
0.031 |
| High (YTD): |
2024-02-14 |
0.200 |
| Low (YTD): |
2024-05-23 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.70% |
| Volatility 6M: |
|
117.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
