JP Morgan Put 40 DVN 16.01.2026
/ DE000JK59ET3
JP Morgan Put 40 DVN 16.01.2026/ DE000JK59ET3 /
2024-09-26 12:53:01 PM |
Chg.- |
Bid11:46:58 AM |
Ask11:46:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
- |
0.660 Bid Size: 10,000 |
0.700 Ask Size: 10,000 |
Devon Energy Corp |
40.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JK59ET |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Devon Energy Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-04 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
0.19 |
Time value: |
0.44 |
Break-even: |
29.44 |
Moneyness: |
1.06 |
Premium: |
0.13 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
5.97% |
Delta: |
-0.42 |
Theta: |
0.00 |
Omega: |
-2.23 |
Rho: |
-0.27 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.93% |
1 Month |
|
|
+41.86% |
3 Months |
|
|
+48.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.530 |
1M High / 1M Low: |
0.620 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.539 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |