JP Morgan Put 4050 S&P 500 Index 20.06.2025
/ DE000JB117G8
JP Morgan Put 4050 S&P 500 Index .../ DE000JB117G8 /
| 2024-05-03 10:51:29 AM |
Chg.-0.030 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-4.62% |
-
Bid Size: - |
-
Ask Size: - |
- |
4,050.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB117G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,050.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-86.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
-10.78 |
| Time value: |
0.59 |
| Break-even: |
3,991.00 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.09 |
| Theta: |
-0.19 |
| Omega: |
-8.24 |
| Rho: |
-6.16 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
-17.33% |
| 3 Months |
|
|
-38.00% |
| YTD |
|
|
-50.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.620 |
| 1M High / 1M Low: |
0.890 |
0.620 |
| 6M High / 6M Low: |
1.940 |
0.620 |
| High (YTD): |
2024-01-04 |
1.380 |
| Low (YTD): |
2024-05-03 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.70% |
| Volatility 6M: |
|
67.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
